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SSRNAsset Pricing & Factors

Sparse Modeling with Grouped Heterogeneity for Asset Pricing

The paper presents a framework for clustering observations and selecting variables in panel data, aiming for economic interpretation and effective use of big data.

Featured in No. 8 on 19 Jul 2023 · 4 days after release

Released
15 Jul 2023
First featured
No. 8 · 19 Jul 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
8
Identifier
SSRN 4511953

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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