Forecasting the U.S. Treasury Yield Curve: A Distributionally Robust Machine Learning Approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Liu, Jinjun, Cheng, Ming-Yen
Format:	Preprint
Published:	2026
Subjects:	Mathematical Finance Computational Finance Machine Learning 2020: Primary 90C15, 62M10, Secondary 90C31, 90C59, 68T05, 91G70
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.04608