Bond Risk Premia with Machine LearningDec 4, 2022 · 1 min readGo to Project SiteIt employs the XGBoost algorithm to forecast future inflation rates using forward interest rates as key predictors.Last updated on Dec 4, 2022Fixed Income Modelling Inflation Forecasting XGBoost AuthorsNiyuan Huang(黄倪远)Master candidate ← MultiFactor Feb 8, 2023
