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10 merged results for "Bond Yields"

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  1. Archetypal analysis of European 10-year government bond yields with multidimensional scaling of two-mode three-way asymmetric dissimilarities

    Aleix Alcacer, Rafael Benitez, Vicente J. Bolos, Irene Epifanio · 2026 · "Statistical Science: From Theory to Applied Research II". Italian Statistical Society Series on Advances in Statistics, Springer (2026), chapter 4. ISBN: 978-3-032-30876-4

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.1007/978-3-032-30877-1_4

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  2. Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000

    W. -X. Zhou, D. Sornette · 2003 · Physica A 337, 586-608 (2004).

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.1016/j.physa.2004.02.009

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  3. The US stock market leads the Federal funds rate and Treasury bond yields

    Kun Guo, Wei-Xing Zhou, Si-Wei Cheng, Didier Sornette · 2011 · PLoS ONE 6 (8), e22794 (2011)

    uncertain Transparent signal score 53/100 · policy 1.0.0

    Found in arxiv · DOI 10.1371/journal.pone.0022794

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  4. Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box

    Manuel Nunes, Enrico Gerding, Frank McGroarty, Mahesan Niranjan · 2020

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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  5. An analysis of network filtering methods to sovereign bond yields during COVID-19

    Raymond Ka-Kay Pang, Oscar Granados, Harsh Chhajer, Erika Fille Legara · 2020

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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  6. General Bayesian time-varying parameter VARs for predicting government bond yields

    Manfred M. Fischer, Niko Hauzenberger, Florian Huber, Michael Pfarrhofer · 2021

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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  7. Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation

    Jaskaran Singh Walia, Aarush Sinha, Naman Saraswat, Srinitish Srinivasan · 2025

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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  8. How Does Monetary Policy Influence the U.S. Treasury Bond Yields, and What are the Implications for Portfolio Managers?

    Minnie Zhu, Yuhan Liu, Simon Gong · 2025

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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  9. Market Beliefs about Open vs. Closed AI

    Daniel Björkegren · 2025

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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  10. Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective

    Jiawei Du, Yi Hong · 2025

    uncertain Transparent signal score 58/100 · policy 1.0.0

    Found in arxiv · no DOI

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