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.
Arbitrage-Free Yield Curve and Bond Price Forecasting by Deep Neural Networks
Overview
Syllabus
Arbitrage-free yield curve and bond price forecasting by deep neural networks
Taught by
Fields Institute
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