Machine learning and corporate bond trading

DOI10.3233/AF-180258MaRDI QIDQ5217679zbMATH OpenOpenAlexFDO

Authors Dominic Wright, Luca Capriotti, Jacky Lee

Publication date 25 February 2020

Published in Algorithmic Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3233/af-180258

zbMATH Keywords

collaborative filteringcorporate bond tradingmachine learningrecommender systems

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Corporate finance (dividends, real options, etc.) (91G50)

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Cited in

(1)

• On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach

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