@article{machinelearningandtheyieldcurvetree, title = {Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching}, author = {Siyu Bie and Francis X. Diebold and Jingyu He and Junye Li}, year = {2024}, eprint = {2408.12863}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2408.12863v2}, }