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20222025
most citedExporting Geography Into A Virtual Landscape: A Global Pandemic Locally Discussed

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q-fin.ST2025

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

Jiawei Du, Yi Hong

This study focuses on forecasting the ultimate forward rate (UFR) and developing a UFRbased bond yield prediction model using data from Chinese treasury bonds and macroeconomic var…