environment. These ML systems provide realistic support for financial decision-making and risk management in the face of …

of the yield curve factor model by analyzing the Bootstrap, DNS, AFNS model of yield curve. Then based on the factor … construction, construct the yield curve factor. In order to make the interest rate forecast, constructed 182 features and mined the … features affecting the yield curves from multiple dimensions. Then used the traditional statistical models and machine learning …

finance in real world context. These computational techniques are particularly useful in financial risk management, corporate … bankruptcy prediction, stock price prediction and portfolio management. The book also offers practical and managerial … use of machine learning in forecasting, modeling, trading, risk management, economics, credit risk, and portfolio …