Arbitrage-Free Bond and Yield Curve Forecasting with Neural Filters under HJM Constraints

By Xiang Gao, Cody Hyndman

Published 2025-11-03

Everscope rating

1604

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Arbitrage-Free Neural Filter Framework (AFNFF). Problem types: Time Series Forecasting, Regression, Risk Management, Portfolio Optimization.

arXiv:2511.17892 · Paper rankings

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