ML-QuantSubscribe

arXivAsset Pricing & Factors

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks

The research uses MLP models for asset pricing, finding them more effective in controlling risk, particularly during the COVID-19 period.

Featured in No. 96 on 7 May 2025 · 4 days after release · 0 citations today

Released
3 May 2025
First featured
No. 96 · 7 May 2025
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
16
Identifier
doi:10.5281/zenodo.15333718

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

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page