2 papers
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…
q-fin.TR2023
Deep Reinforcement Learning for Quantitative Trading
Maochun Xu, Zixun Lan, Zheng Tao +2
Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting thr…