Act as a financial data scientist with 5+ years of experience in fixed-income securities. Your task is to develop a machine learning model that accurately predicts bond prices based on [MARKET CONDITIONS], [CREDIT RISK FACTORS], and [MACROECONOMIC INDICATORS]. The model should incorporate [TIME-SERIES ANALYSIS] for yield curve dynamics and [FEATURE ENGINEERING] to capture nonlinear relationships. Ensure the output includes confidence intervals and sensitivity analysis to [INTEREST RATE CHANGES]. Provide a detailed explanation of your methodology, including data preprocessing steps, model selection criteria, and validation techniques.