From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing

By Junyi Ye, Bhaskar Goswami, Jingyi Gu, Ajim Uddin, Guiling Wang

Published 2024-03-11

Everscope rating

1006.5

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Literature Review and Analysis. Problem types: Regression, Classification, Time Series Forecasting, Dimensionality Reduction, Ranking, Portfolio Optimization, Risk Management.

arXiv:2403.06779 · Paper rankings

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