Applications of machine learning for corporate bond yield spread forecasting

Keyphrases

• Machine Learning Applications 100%
• Yield Spread 100%
• Corporate Bond Spreads 100%
• Sample Dataset 66%
• Prediction Accuracy 33%
• Machine Learning Techniques 33%
• Predictive Methods 33%
• Out-of-sample Forecasting 33%
• Forecast Horizon 33%
• Equity Volatility 33%
• Neural Network Forecast 33%

Social Sciences

• Machine Learning 100%
• Learning System 100%
• Volatility 50%
• Learning Method 50%
• Neural Network 50%
• forecasting accuracy 50%

Economics, Econometrics and Finance

• Corporate Bond 100%
• Yield Curve 100%
• Machine Learning 100%
• Volatility 16%