Arbitrage-Free Yield Curve and Bond Price Forecasting by Deep Neural Networks

Arbitrage-Free Yield Curve and Bond Price Forecasting by Deep Neural Networks

Explore an in-depth Quantitative Finance Seminar presentation that delves into the application of deep neural networks for arbitrage-free yield curve and bond price forecasting. Learn from Cody Hyndman of Concordia University as he shares cutting-edge research and insights in this 59-minute talk, part of the Fields Institute's finance seminar series. Gain valuable knowledge on advanced quantitative methods and their potential impact on financial modeling and prediction.