Advanced Economic Seminars 302: Predicting Corporate Bond Returns:Merton Meets Machine Learning
Topic: Predicting Corporate Bond Returns:Merton Meets Machine LearningLecturer: Prof. Fuwei JIANG, Central University of Finance and EconomicsTime: 14:30-16:00 p.m. May 5th, 2023 (Fri.)Venue: B423, Zhixin Building, Central CampusAbstract: We investigate the return predictability of corporatebonds using big data and machine learning. We find thatmachine learning models substantially improve the ...
2023-05-05