$25.00
This paper proposes the use of machine learning algorithms to model price/yield relationships in fixed income attribution. The advantage of the described technique is that it produces highly accurate and detailed analyses, but without the substantial data and pricing requirements needed by other approaches.
Author: Andrew Colin, Ph.D.
Description
This paper proposes the use of machine learning algorithms to model price/yield relationships in fixed income attribution. The advantage of the described technique is that it produces highly accurate and detailed analyses, but without the substantial data and pricing requirements needed by other approaches.
Related products
-
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
$25.00 Add to cart -
A Model for a Global Investment Attribution Analysis
$25.00 Add to cart -
A Multi-Period Algorithm that has Stood the Test of Time
$25.00 Add to cart -
“A Call to Arms!” The Next Frontier for Taxable Accounts-After- tax Return Performance Attr
$25.00 Add to cart