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Mar, 2022
使用经济新闻进行意大利主权债券市场的神经预测
Neural Forecasting of the Italian Sovereign Bond Market with Economic News
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Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
TL;DR
使用深度学习网络和经济新闻预测意大利的10年期利差表现优于传统机器学习技术，提高收益率预测性能。
Abstract
In this paper we employ
economic news
within a
neural network
framework to forecast the Italian 10-year interest rate spread. We use a big, open-source, database known as Global Database of Events, Language and T
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