🗣️ Query Brazilian treasury bond data with natural language
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Updated
Feb 14, 2026 - TypeScript
🗣️ Query Brazilian treasury bond data with natural language
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End-to-End Python implementation of Liu & Cheng's (2026) methodology for U.S. Treasury yield curve forecasting. Combines Factor-Augmented Dynamic Nelson-Siegel models, High-Dimensional Random Forests, and Distributionally Robust Optimization (DRO) for risk-aware ensemble forecasting under ambiguity.
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