---
title: Machine Learning in Asset Pricing
url: https://www.ml-quant.com/papers/ssrn/5199395/
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 5199395
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199395
featured: 2025-04-02
citations: unknown
topic: Asset Pricing & Factors
---


# Machine Learning in Asset Pricing

The paper investigates the use of machine learning for predicting U.S. stock returns, concluding that all predictors are powerful and ensemble methods are the most effective.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5199395
- Identifier: SSRN 5199395
- Released: 2019-05-31
- First featured: Quant Letter No. 91 (2025-04-02): https://www.ml-quant.com/issues/2025-04-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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