Insights

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Short Term CPR Predictions for Agency MBS: August 2022

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Short Term CPR Predictions for Agency MBS: July 2022

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Short Term CPR Predictions for Agency MBS: June 2022

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Short Term CPR Predictions for Agency MBS: May 2022

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Short Term CPR Predictions for Agency MBS: Apr 2022

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Infima delivers superior prepayment predictions for Agency MBS

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Short Term CPR Predictions for Agency MBS: Mar 2022

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Why Infima’s deep learning technologies deliver superior prepayment predictions for Agency MBS

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The Value of Prepayment Predictions: Part I (Statics)

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Deep Learning for Mortgage Risk

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Variation-Based Tests for Volatility Misspecification

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Significance Tests for Neural Networks

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Sensitivity based Neural Network Explanations

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Computationally Efficient Feature Significance and Importance for Machine Learning Models