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Article Archive For Milam Aiken

  • Forecasting T-Bill Rates With A Neural Net by Milam Aiken

    ARTICLE SYNOPSIS ...Forecasting T-Bill Rates With A Neural Net by Milam Aiken Have you ever wondered how accurate the consensus estimates of interest rates were from the top US economists? How about how accurate those economists are in comparison with neural net technology? A recent Forbes magazine article noted that three-month Treasury bill futures more accurately predict interest rates a year in advance than do forecasts made through annual surveys of approximately 50 of the nation's top economists. In addition to being more accurate, these forecasts were more readily available because data on T-bill futures...

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