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Stanford and NVIDIA Optimize Treasuries Yields with ML

Learn how machine learning improves yield curve estimation from U.S. Treasury securities.


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Learn how machine learning improves yield curve estimation from U.S. Treasury securities.
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Stripping the Discount Curve Using ML for Treasury Securities
November 16, 2022 - 9:00 AM PDT [UTC-7]
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A new level of yield curve estimation
In financial markets, the yield curve is commonly used to show how yields for government bonds, securities, and other debt instruments vary based on maturity. In this technical webinar, Stanford University and NVIDIA share techniques using machine learning (ML) to optimize the yield curve from U.S. Treasury securities, known as “Treasuries”.

By attending this webinar, you’ll learn:
  • Optimization for yield curve estimation from U.S. Treasury securities.
  • Techniques to build and implement a machine learning estimator.
  • How machine learning reduces out-of-sample yield and pricing errors.
Register Now
Webinar Details
48x48x5
Date:
Wednesday, November 16, 2022
Time:
9:00 am - 10:00 am PDT
48x48x5
Presented By:
Markus Pelger
Assistant Professor of Management Science & Engineering
Stanford University
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