Rise of the Machines: Application of Machine Learning to Mortgage Prepayment Modeling
Glenn M. Schultz and Frank J. Fabozzi
The Journal of Fixed Income Winter 2022, jfi.2021.1.123; DOI: https://doi.org/10.3905/jfi.2021.1.123
Glenn M. Schultz
is the director of mortgage prepayment modeling for MUFG Securities, in New York, New York
Frank J. Fabozzi
is a professor of finance at EDHEC Business School in Nice, France
Explore our content to discover more relevant research
In this issue
The Journal of Fixed Income
Vol. 32, Issue 3
Winter 2023
Rise of the Machines: Application of Machine Learning to Mortgage Prepayment Modeling
Glenn M. Schultz, Frank J. Fabozzi
The Journal of Fixed Income Nov 2021, jfi.2021.1.123; DOI: 10.3905/jfi.2021.1.123