Asset Pricing in Pre-trained Transformer
The paper introduces SERT, a new Transformer model for US large capital stock pricing, which performs better during extreme market fluctuations like the COVID-19 pandemic.
Featured in No. 96 on 7 May 2025 · 5 days after release · 0 citations today
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- 2 May 2025
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- No. 96 · 7 May 2025
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- doi:10.5281/zenodo.15327831
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