---
title: Empirical Asset Pricing: Econometrics ML
url: https://www.ml-quant.com/papers/ssrn/5150205/
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 5150205
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5150205
featured: 2025-03-05
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5150205
- Identifier: SSRN 5150205
- Released: 2025-02-23
- First featured: Quant Letter No. 87 (2025-03-05): https://www.ml-quant.com/issues/2025-03-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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