Glass Box Machine Learning and Corporate Bond Returns
收藏NBER2024-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w33320
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资源简介：
Machine learning methods in asset pricing are often criticized for their black box nature. We study this issue by predicting corporate bond returns using interpretable machine learning on a high-dimensional bond charac-teristics data set. We achieve state-of-the-art performance while maintaining an
提供机构：
美国国家经济研究局
创建时间：
2024-12-01
