Blar i NHH Brage på forfatter "Støylen, Erlend L."
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Predicting corporate bond returns in the US bond market via machine learning
Storihle, Fredrik; Støylen, Erlend L. (Master thesis, 2022)We perform a comparative analysis of two machine learning methods to predict corporate bond return in the US bond market. In contrast to previous studies, we find that the most influential variables are associated with ...