通过机器学习预测公司债券的流动性

IF 3.4 3区经济学 Q1 BUSINESS, FINANCE

Financial Analysts Journal Pub Date : 2024-06-24 DOI:10.1080/0015198x.2024.2350952

Axel Cabrol, Wolfgang Drobetz, Tizian Otto, Tatjana Puhan

引用次数: 0

摘要

本文测试了机器学习方法在估计美国公司债券流动性不足方面的预测性能。机器学习技术的表现优于基于流动性的历史预测方法。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Financial Analysts Journal BUSINESS, FINANCE-

CiteScore

5.40

自引率

7.10%

发文量

期刊介绍： The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.