SSRNML & AI Methods
Machine Learning in Asset Pricing
A survey reviews machine learning methods for predicting stock returns in time series and cross-section, covering LASSO regularization, deep learning, genetic programming, and LLM applications.
Featured in No. 135 on 16 Oct 2026 · 2 days after release
- Released
- 14 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7611982
- Authors
- David Rapach and Guofu Zhou
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).