Empirical Asset Pricing: Econometrics ML
Econometrics ML: The paper reviews the shift from econometrics to machine learning in empirical asset pricing, suggesting a unified framework that combines machine learning while maintaining economic interpretability.
Featured in No. 87 on 5 Mar 2025 · 10 days after release
- Released
- 23 Feb 2025
- First featured
- No. 87 · 5 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 11
- Identifier
- SSRN 5150205
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).