---
title: Risk Premium with Interpretable Machine Learning
url: https://www.ml-quant.com/papers/ssrn/4714819/
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 4714819
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4714819
featured: 2024-02-07
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4714819
- Identifier: SSRN 4714819
- Released: 2024-02-02
- First featured: Quant Letter No. 36 (2024-02-07): https://www.ml-quant.com/issues/2024-02-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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