@article{datadrivendurationmanagementtermstructur, title = {Data-Driven Duration Management -- Term Structure Forecasting Using Machine Learning}, author = {Tobias Lausser and Joao Eduardo Vuolo and Rudi Zagst}, year = {2026}, eprint = {2606.26815}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2606.26815}, }