ML-QuantSubscribe

SSRNML & AI Methods

Neural Network Asset Return Prediction

Applying Fourier series expansion to the average asset return function can help solve the equity premium puzzle by capturing both sine and cosine components.

Featured in No. 96 on 7 May 2025 · 6 days after release

Released
1 May 2025
First featured
No. 96 · 7 May 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5237873

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