Using a Machine Learning Model to Predict Interest Rates

Everyone remembers 2016 and there was quite a bit of volatility in interest rates. By many measures, the reaction of the interest rate market was much more chaotic to that unexpected outcome than equities or other asset classes. And so if that's the case this time around even if this these deficit outlooks which are very similar are the same, it could also be the cases this time that the events and uncertainties around the event can hold things back.