Asset Pricing - Deep Structural Model
The paper introduces a new modelling framework using machine learning to estimate structural model parameters, showing its superior predictive power and its ability to offer insights into systematic risk compensation and firm leverage.
Featured in No. 27 on 29 Nov 2023 · 19 days after release
- Released
- 10 Nov 2023
- First featured
- No. 27 · 29 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4635478
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).