ML-QuantSubscribe

SSRNAsset Pricing & Factors

Asset Pricing with Cognitive Biases and Deep Learning

A deep learning model shows cognitive biases can explain the equity premium puzzle and excess volatility puzzle in asset pricing.

Featured in No. 44 on 10 Apr 2024 · 3 days after release · 0 citations today

Released
7 Apr 2024
First featured
No. 44 · 10 Apr 2024
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
6
Identifier
SSRN 4786831

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