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SSRNAsset Pricing & Factors

Asset Pricing - Deep Structural Model

The paper introduces a new modelling framework using machine learning to estimate structural model parameters, showing its superior predictive power and its ability to offer insights into systematic risk compensation and firm leverage.

Featured in No. 27 on 29 Nov 2023 · 19 days after release

Released
10 Nov 2023
First featured
No. 27 · 29 Nov 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4635478

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

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