![Credit Factor Investing with Machine Learning techniques](https://static.amundi.com/web-assets/awf-assets/research-center/styles/article_teaser_desktop/s3/2022-07/2022.07%20-%20296.working-paper%20-visuel%20r%C3%A9f%C3%A9rent.jpg.webp?itok=35TctDe7)
Machine Learning & Artificial Intelligence
Real-Time Macro Information and Bond Return Predictability: ...
This paper proposes a weighted group neural network model and reexamines whether treasury bond returns are predictable when real-time, instead of fully-revised,...