Posts Tagged ‘asset pricing’
Markus Pelger — Deep Learning in Asset Pricing
Abstract: We propose a novel approach to estimate asset pricing models for individual stock returns that takes advantage of the vast amount of conditioning information, while keeping a fully flexible…
Read MoreMarkus Pelger — Deep Learning in Asset Pricing
Abstract: We propose a novel approach to estimate asset pricing models for individual stock returns that takes advantage of the vast amount of conditioning information, while keeping a fully flexible…
Read More