---
title: Multi-Factor Model
url: https://www.ml-quant.com/papers/ssrn/4840857/
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 4840857
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840857
featured: 2024-05-28
citations: unknown
topic: Asset Pricing & Factors
---


# Multi-Factor Model

The piece introduces a new neural network-based asset pricing model that includes time-varying volatility dynamics and offers improved predictive accuracy and risk-adjusted returns.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840857
- Identifier: SSRN 4840857
- Released: 2024-05-24
- First featured: Quant Letter No. 51 (2024-05-28): https://www.ml-quant.com/issues/2024-05-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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