---
title: Machine Learning in Asset Pricing
url: https://www.ml-quant.com/papers/ssrn/7611982/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-16
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7611982
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7611982
featured: 2026-10-16
citations: unknown
topic: ML & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7611982
- Identifier: SSRN 7611982
- Released: 2026-10-14
- First featured: Quant Letter No. 135 (2026-10-16): https://www.ml-quant.com/issues/2026-10-16/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: ML & AI Methods
- Authors: David Rapach, Guofu Zhou

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