Machine Learning-based Relative Valuation of Municipal Bonds.
Proceedings of the 5th ACM International Conference on AI in Finance, 2024
Quantile Regression using Random Forest Proximities.
Proceedings of the 5th ACM International Conference on AI in Finance, 2024
Supervised similarity learning for corporate bonds using Random Forest proximities.
Proceedings of the 3rd ACM International Conference on AI in Finance, 2022