Interpretable Machine Learning for Asset Pricing
The paper utilizes deep neural networks to more accurately estimate equity risk premia over time, enhancing the interpretability of machine learning in economics.
Featured in No. 124 on 28 Dec 2025 · · 5 citations today
- Released
- 27 Jun 2023
- First featured
- No. 124 · 28 Dec 2025
- Citations (Semantic Scholar)
- 5
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 1,135
- Identifier
- SSRN 4473746
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).