Long-Term Interbank Bond Rate Prediction Based on ICEEMDAN and Machine Learning
Yue Yu,
Guangwu Kuang,
Jianrui Zhu
et al.
Abstract:The application of time series forecasting utilizing historical data has become increasingly essential across a variety of industries including finance, healthcare, meteorology, and industrial sectors. The assessment of bond transaction rates in the interbank bond market serves as a crucial indicator for assessing bank risk. In this paper, we proposed a composite model to forecast the transaction interest rates of China's interbank bonds over a long period. Specifically, our model integrates an intrinsic compl… Show more
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