Andras FULOP

ESSEC Business School, Paris-Singapore

22/09/2022

Machine Learning & Artificial Intelligence

Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach

This paper proposes a weighted group neural network model and reexamines whether treasury bond returns are predictable when real-time, instead of fully-revised,...

Credit Factor Investing with Machine Learning techniques

7/05/2019

Asset Pricing & Behavioural Finance

News-Based Indices on Country Fundamentals: Do They Help Exp...

This paper revisits the discussion about the role that fundamentals play in asset prices using sovereign credit spread data.

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1/06/2017

Machine Learning & Artificial Intelligence

Parameter Learning, Sequential Model Selection, and Bond Ret...

Parameter Learning, Sequential Model Selection, and Bond Return Predictability

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