ML-Assisted Optimization of Securities Lending

Author:

Prasad Abhinav1ORCID,Arunachalam Prakash2ORCID,Motamedi Ali1ORCID,Bhattacharya Ranjeeta1ORCID,Liu Beibei1ORCID,Mccormick Hays2ORCID,Xu Shengzhe3ORCID,Muralidhar Nikhil4ORCID,Ramakrishnan Naren3ORCID

Affiliation:

1. BNY Mellon, US

2. The Bank of New York Mellon, US

3. Virginia Tech, US

4. Stevens Institute of Technology, US

Publisher

ACM

Reference41 articles.

1. [ 1 ] 2023. https://www.morningstar.com/etfs/understanding-securities-lending-etfs [1] 2023. https://www.morningstar.com/etfs/understanding-securities-lending-etfs

2. Carlo Altavilla , Miguel Boucinha , and Paul Bouscasse . 2022. Supply or demand: What drives fluctuations in the bank loan market? ( 2022 ). Carlo Altavilla, Miguel Boucinha, and Paul Bouscasse. 2022. Supply or demand: What drives fluctuations in the bank loan market? (2022).

3. A deep learning framework for financial time series using stacked autoencoders and long-short term memory

4. Forecasting bank loans loss-given-default

5. S M Husnain BOKHARI and Mete Feridun . 2006. Forecasting inflation through econometric models: An empirical study on Pakistani data. Doğuş Üniversitesi Dergisi 7, 1 ( 2006 ), 39–47. SM Husnain BOKHARI and Mete Feridun. 2006. Forecasting inflation through econometric models: An empirical study on Pakistani data. Doğuş Üniversitesi Dergisi 7, 1 (2006), 39–47.

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