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The Predictive Power of Machine Learning Algorithm: The Case of MBS Prepayment Rates

Authors :
An Jiyoung
Byungkwon Lim
Source :
Journal of Money & Finance. 34:33-63
Publication Year :
2020
Publisher :
Korea Money and Finance Association, 2020.

Subjects

Subjects :
Computer science
business.industry
Predictive power
Artificial intelligence
Prepayment of loan
Machine learning
computer.software_genre
business
computer
Earth-Surface Processes

Details

ISSN :
12259489
Volume :
34
Database :
OpenAIRE
Journal :
Journal of Money & Finance
Accession number :
edsair.doi...........b0e0657ebcf2af4127d4fadc0934ea49
Full Text :
https://doi.org/10.21023/jmf.34.2.2
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