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glenn January 28, 2022, 7:51pm #1

An agency mortgage backed security prepayment model

The Journal of Fixed Income – 13 Nov 21

Rise of the Machines: Application of Machine Learning to Mortgage Prepayment...

1. Glenn M. Schultz 1. is the director of mortgage prepayment modeling for MUFG Securities, in New York, New York. (glenn.schultz{at}mufgsecurities.com) 2. Frank J. Fabozzi 1. is a professor of finance at EDHEC Business School in Nice,...

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hcho3 January 28, 2022, 8:01pm #2

Great, thanks for sharing!

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