---
title: Interpretable Machine Learning for Asset Pricing
url: https://www.ml-quant.com/papers/ssrn/4473746/
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: SSRN 4473746
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4473746
featured: 2025-12-28
citations: 5
topic: Asset Pricing & Factors
---


# Interpretable Machine Learning for Asset Pricing

The paper utilizes deep neural networks to more accurately estimate equity risk premia over time, enhancing the interpretability of machine learning in economics.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4473746
- Identifier: SSRN 4473746
- Released: 2023-06-27
- First featured: Quant Letter No. 124 (2025-12-28): https://www.ml-quant.com/issues/2025-12-28/
- Citations (Semantic Scholar): 5
- Published in: not yet
- Topic: Asset Pricing & Factors

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