Predicting investor behaviour in European bond markets : a machine-learning approach

Hillebrand, Martin; Schwendner, Peter; Winant, Bastien; Mravlak, Marko

Publication type:	Conference other
Type of review:	Peer review (abstract)
Title:	Predicting investor behaviour in European bond markets : a machine-learning approach
Authors:	Hillebrand, Martin Schwendner, Peter Winant, Bastien Mravlak, Marko
et. al:	No
Conference details:	4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019
Issue Date:	5-Sep-2019
Language:	English
Subject (DDC):	006: Special computer methods 332.6: Investment
Abstract:	The European Rescue Fund ESM has, in its role as financial backstop of the Euro area, a specific interest in a comprehensive understanding of investor behaviour in order to ensure a stable and broad market access. With numerous transaction data as well as market and macro variables, a learning machine has been trained that forecasts investor demand in syndicated transactions. Out-of-sample tests show already a decent predictive power which is intended to be further improved by intelligent methods of data enhance-ment.
URI:	https://digitalcollection.zhaw.ch/handle/11475/20832
Fulltext version:	Published version
License (according to publishing contract):	Licence according to publishing contract
Departement:	School of Management and Law
Appears in collections:	Publikationen School of Management and Law

Files in This Item:

There are no files associated with this item.

Show full item record

Hillebrand, M., Schwendner, P., Winant, B., & Mravlak, M. (2019, September 5). Predicting investor behaviour in European bond markets : a machine-learning approach. 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.

Hillebrand, M. et al. (2019) ‘Predicting investor behaviour in European bond markets : a machine-learning approach’, in 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.

M. Hillebrand, P. Schwendner, B. Winant, and M. Mravlak, “Predicting investor behaviour in European bond markets : a machine-learning approach,” in 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019, Sep. 2019.

HILLEBRAND, Martin, Peter SCHWENDNER, Bastien WINANT und Marko MRAVLAK, 2019. Predicting investor behaviour in European bond markets : a machine-learning approach. In: 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019. Conference presentation. 5 September 2019

Hillebrand, Martin, Peter Schwendner, Bastien Winant, and Marko Mravlak. 2019. “Predicting Investor Behaviour in European Bond Markets : A Machine-Learning Approach.” Conference presentation. In 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.

Hillebrand, Martin, et al. “Predicting Investor Behaviour in European Bond Markets : A Machine-Learning Approach.” 4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019, 2019.