### Machine Learning for Bond Options pricing/hedging

Posted:

**March 14th, 2019, 2:23 pm**Hello everyone,

I am working on my master thesis and I am studying the use of machine learning (mainly classical neural networks and variations, such as convolutional neural networks) to price and hedge bond options. I obviously found plenty of research on ML for pricing and hedging equity options, but so far I have been unlucky with fixed income. Does anyone know of any paper about machine learning for fixed income derivatives?

Thank you in advance.

I am working on my master thesis and I am studying the use of machine learning (mainly classical neural networks and variations, such as convolutional neural networks) to price and hedge bond options. I obviously found plenty of research on ML for pricing and hedging equity options, but so far I have been unlucky with fixed income. Does anyone know of any paper about machine learning for fixed income derivatives?

Thank you in advance.