Fixed Income & Credit - Frontier Ledger

Fixed Income & Credit

20 articles on yield curve forecasting, credit spread prediction, bond pricing, and fixed income strategies.

1

Yield-Curve Forecasting with Dynamic N-BEATS

2

AI-Driven Credit-Spread Prediction for Corporate Bonds

3

ESG-Linked Bond Pricing Using Text-Derived ESG Scores

4

Reinforcement-Learning Allocation Across Duration Buckets

5

NLP on Covenant Text to Determine Default Risk

6

Synthetic Generation of Bond-Trade Quotes for Sparse Data

7

Predicting Sovereign Default Using Satellite Night-Light Data

8

Auction-Result Prediction for U.S. Treasuries

9

Modeling Prepayment Risk in MBS Portfolios with Gradient Boosting

10

Liquidity Scoring of Municipal Bonds via Graph Neural Nets

11

Detecting Bond Price Manipulation with Anomaly Detection

12

RL-Based Ladder Portfolio Construction

13

Forecasting LIBOR Transition Impacts Using Scenario Models

14

Macro-Factor Extraction from Central-Bank Speeches

15

AI-Enhanced Credit Rating Migration Matrices

16

CDS Basis Trading Signals Generated by Autoencoders

17

Real-Time Bond ETF NAV Premium Prediction

18

Green Bond Certification Verification via Document AI

19

Identifying Fallen Angels with Early Warning ML

20

Bid-Wanted-In-Competition (BWIC) Optimization Algorithms