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SSRNML & AI Methods

Residual Learning in Empirical Asset Pricing

Deep residual networks outperform shallow models in asset pricing, achieving a long-short Sharpe ratio of 2.07 versus 1.92 for shallow versions by preserving and refining earlier layers.

Featured in No. 133 on 2 Oct 2026 · 3 days after release

Released
29 Sep 2026
First featured
No. 133 · 2 Oct 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
3 of 5
Identifier
SSRN 7528558
Authors
Dexin Peng and Xiaoyu Wang

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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