机器学习——随机森林预测公司债券横截面

登录后收藏

学术论文

预测单只公司债券收益

作者Xin He; Guanhao Feng; Junbo L. Wang; Chunchi Wu

机构
  • 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

本篇策略设有付费墙

付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。

投资标的:LQD、HYG、AGG、BIL。再平衡:每月。Universe: LQD, HYG, AGG, BIL. Parameters: rebalance=monthly.