---
title: Machine Learning Asset Pricing
url: https://www.ml-quant.com/papers/ssrn/5193994/
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 5193994
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5193994
featured: 2025-03-26
citations: unknown
topic: Asset Pricing & Factors
---


# Machine Learning Asset Pricing

The article forecasts the prices of financial innovation-themed ETFs using machine learning, finding that ARIMA and Prophet models perform better than LSTM for shorter datasets.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5193994
- Identifier: SSRN 5193994
- Released: 2025-03-26
- First featured: Quant Letter No. 90 (2025-03-26): https://www.ml-quant.com/issues/2025-03-26/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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