Asset Returns: Auto Debiased ML
Auto Debiased ML: A new machine learning method has been developed to identify risk factors in asset pricing, performing better than traditional methods by eliminating biased estimation and overfitting.
Featured in No. 26 on 15 Nov 2023 ·
- Released
- 28 Sep 2022
- First featured
- No. 26 · 15 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4632395
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).