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Mar 15

Yield Curve Prediction Week in Review 150312

Posted by abiao at 09:39 | Review | Comments(0) | Reads(6016)
Consistent Long-Term Yield Curve Prediction: an arbitrage-free non-parametric yield curve prediction model which takes the full (discretized) yield curve as state variable, allowing us to separate clearly the tasks of estimating the volatility structure and of calibrating market prices of risk.

An Introduction to 6 Machine Learning Models: a high level summary of underlying algorithmic approach.

Backstage Wall Street: An Insider’s Guide to Knowing Who to Trust, Who to Run From, and How to Maximize Your Investments: Josh lays out in great detail what every person needs to know about what is going on today in the world of investments that are being offered to you from every broker, advisor etc that wants your money.

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