Machine Learning – Random Forests Predicts Cross Section of Corporate Bonds

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Academic paper

Predicting Individual Corporate Bond Returns

AuthorsXin He; Guanhao Feng; Junbo L. Wang; Chunchi Wu

Institute
  • City University of Hong Kong
  • University of Science and Technology of China
  • Hunan University
  • City University of Hong Kong (CityU)
  • University of Science and Technology of China (USTC)
  • City University of Macau
  • City University of Seattle
  • City University of Hong Kong (CityU) - Department of Economics and Finance
  • Dept. of Economics and Finance, City Univ. of HK
  • University at Buffalo, State University of New York
  • Buffalo State University
  • SUNY at Buffalo - School of Management
  • The State University of New York (SUNY) at Buffalo - School of Management

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