🗣️ Query Brazilian treasury bond data with natural language
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Jan 7, 2026 - TypeScript
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treasury-bonds
Here are 5 public repositories matching this topic...
Fixed Income Investing analysis with Python
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Feb 24, 2023 - Jupyter Notebook
Tool for comparing profitability of treasury bonds
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Dec 26, 2022 - TypeScript
End-to-End Python implementation of Liu & Cheng's (2026) methodology for U.S. Treasury yield curve forecasting. Combines Factor-Augmented Dynamic Nelson-Siegel models, High-Dimensional Random Forests, and Distributionally Robust Optimization (DRO) for risk-aware ensemble forecasting under ambiguity.
python machine-learning random-forest reproducible-research econometrics scipy ensemble-learning quantitative-finance principal-component-analysis fixed-income risk-management time-series-analysis financial-modeling nelson-siegel-model shap-values forecast-combination treasury-bonds distributionally-robust-optimization structural-breaks yield-curve-forecasting
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Jan 11, 2026 - Jupyter Notebook
📈 Forecast U.S. Treasury yield curves with a robust machine learning approach, enhancing accuracy and decision-making in finance.
python machine-learning random-forest econometrics scipy principal-component-analysis fixed-income term-structure-models financial-modeling nelson-siegel-model vasicek-model forecast-combination short-rates heath-jarrow-morton treasury-bonds distributionally-robust-optimization structural-breaks
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Feb 12, 2026 - Assembly
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