In this video, we are going to apply LSTM to forecast US bond yield rates.

00:00 Intro
00:35 Bond yield
01:58 Getting full data
08:40 LSTM in summary
18:06 Time plot
24:35 Data preparation in Tensorflow
34:48 Model building and training
40:36 Forecasting US Bond Yield (code)
43:49 Training result (loss curve)
45:09 Forecasting result

Link to the source code: https://github.com/stephanielees/TNX1...
Thank you so much for watching!

Important note:
The last date in the series is actually August 18th, 2023, which is Friday. But I said in the video that it is August 21st, 2023. So, the predictions are only until August 30th, 2023 instead of August 31st.

#TimeSeries #Forecasting #LSTM #deeplearning #Bonds #Prediction #YieldRate #Tensorflow #python