---
title: Asset Pricing - Deep Structural Model
url: https://www.ml-quant.com/papers/ssrn/4635478/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4635478
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4635478
featured: 2023-11-29
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4635478
- Identifier: SSRN 4635478
- Released: 2023-11-10
- First featured: Quant Letter No. 27 (2023-11-29): https://www.ml-quant.com/issues/2023-11-29/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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