Yield Curve Forecasting

AI-powered yield curve forecasting for precise insights and smarter decisions.

Analyze, predict, and visualize market trends with advanced machine learning.

Patent pending: U.S. Provisional Application No. 63/778,607

Yield Curve

Maturity	Base	Inflation Surge	Economic Recession	Policy Easing	Policy Tightening

Yield Intelligence

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FedWatch Insight

Model Fitness

Implied curve vs. LSTM forecast comparison:

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Comparative Yield Curve

Implied Yield Curve PCA Tracker

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Scroll up/down on chart to zoom in/out time span

Time-Series

FedWatch

Heatmap

Absolute Change Mode

Time Range:

📊 Yield Curve Scenario Description

📈 Yield Curve Time-Series Description

PCA Analysis

Global Settings

Adjust the macroeconomic shocks for each scenario. Specify the expected changes in each feature under different economic conditions to drive scenario-based yield curve forecasts.

	GDP(%)	CPI(%)	PCE	FedFunds Rate	Unemployment Rate
Base
Inflation Surge
Economic Recession
Policy Easing
Policy Tightening

Set the Nelson-Siegel curve parameters (β₀, β₁, β₂, λ) for each scenario to define the yield curve shape.

Scenario	β₀	β₁	β₂	λ
Base
Inflation Surge
Economic Recession
Policy Easing
Policy Tightening

Statistical Mapping

Set the Nelson-Siegel curve parameters (β₀, β₁, β₂, λ) to Macro Mapping. Default is statistical, uncheck to enter your numbers.

Feature	β₀ Weight	β₁ Weight	β₂ Weight
GDP(%)
Core_CPI(%)
Core_PCE
Fed_Funds_Rate
Unemployment_Rate

Yield Curve Time-Series Forecasting