Risk Premium with Interpretable Machine Learning
The research successfully incorporates the neural additive model into asset pricing, improving economic gains, prediction performance, and understanding of economic insight.
Featured in No. 36 on 7 Feb 2024 · 5 days after release
- Released
- 2 Feb 2024
- First featured
- No. 36 · 7 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4714819
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).