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structural-breaks

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Shourya0609 / forecasting_the_US_treasury_yield_curve

📈 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

Updated Jan 28, 2026
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