A Deep Structural Model for Empirical Asset Pricing
ML and Theory Integration: The article introduces a new model that merges deep learning and structural models for better prediction of equity returns and covariances, leading to higher returns and sharpe ratios.
Featured in No. 22 on 18 Oct 2023 · 27 days after release · 1 citation today
- Released
- 21 Sep 2023
- First featured
- No. 22 · 18 Oct 2023
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4602537
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).