Corpus ID: 20579021

Machine Learning for Better Models for Predicting Bond Prices

@article{Ganguli2017MachineLF,
  title={Machine Learning for Better Models for Predicting Bond Prices},
  author={S. Ganguli and Jared Dunnmon},
  journal={ArXiv},
  year={2017},
  volume={abs/1705.01142}
}
  • S. Ganguli, Jared Dunnmon
  • Published 2017
  • Economics, Computer Science
  • ArXiv
  • Bond prices are a reflection of extremely complex market interactions and policies, making prediction of future prices difficult. This task becomes even more challenging due to the dearth of relevant information, and accuracy is not the only consideration--in trading situations, time is of the essence. Thus, machine learning in the context of bond price predictions should be both fast and accurate. In this course project, we use a dataset describing the previous 10 trades of a large number of… CONTINUE READING
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