---
title: Asset Pricing
url: https://www.ml-quant.com/papers/ssrn/4817094/
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 4817094
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4817094
featured: 2024-05-08
citations: unknown
topic: Asset Pricing & Factors
---


# Asset Pricing

The research develops a new uncertainty index using machine learning, showing its strong predictability of stock market returns, especially during periods of high uncertainty and sentiment.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4817094
- Identifier: SSRN 4817094
- Released: 2023-03-21
- First featured: Quant Letter No. 48 (2024-05-08): https://www.ml-quant.com/issues/2024-05-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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