---
title: Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks
url: https://www.ml-quant.com/papers/doi/10-5281-zenodo-15333718/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: doi:10.5281/zenodo.15333718
source_url: http://dx.doi.org/10.5281/zenodo.15333718
featured: 2025-05-07
citations: 0
topic: Asset Pricing & Factors
---


# Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks

The research uses MLP models for asset pricing, finding them more effective in controlling risk, particularly during the COVID-19 period.

- Source: http://dx.doi.org/10.5281/zenodo.15333718
- Identifier: doi:10.5281/zenodo.15333718
- Released: 2025-05-03
- First featured: Quant Letter No. 96 (2025-05-07): https://www.ml-quant.com/issues/2025-05-07/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Asset Pricing & Factors

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