Work

Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching

Year: 2024

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4934442

Authors: Siyu Bie, Francis X. Diebold, Jingyu He, Junye Li

Institutions: City University of Hong Kong, East China Normal University, National Bureau of Economic Research, University of Pennsylvania, Fudan University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4402597747

Cites: 32

Cited by: 3

Related to: 10