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Deep Learning for Bond Yield Forecasting: The LSTM - LagLasso (2025)

First Author: Nunes M

Attributed to: Machine Learning in Fixed Income Markets funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1002/ijfe.3116

Publication URI: http://dx.doi.org/10.1002/ijfe.3116

Type: Journal Article/Review

Parent Publication: International Journal of Finance & Economics