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Castellani et al., 2006 - Google Patents

Forecasting long-term government bond yields: an application of statistical and AI models

Castellani et al., 2006

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Document ID
18057348835576683549
Author
Castellani M
Santos E
Publication year

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This paper evaluates several artificial intelligence and classical algorithms on their ability of forecasting the monthly yield of the US 10-year Treasury bonds from a set of four economic indicators. Due to the complexity of the prediction problem, the task represents a challenging …
Continue reading at www.researchgate.net (PDF) (other versions)

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