Deep learning in asset pricing

Luyang Chen, Markus Pelger, Jason Zhu

Year of publication:	2024
Authors:	Chen, Luyang ; Pelger, Markus ; Zhu, Jason
Published in:	Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 2, p. 714-750
Subject:	big data \| conditional asset pricing model \| cross-section of expected returns \| deep learning \| GMM \| hidden states \| machine learning \| no arbitrage \| nonlinear factor model \| stock returns \| CAPM \| Künstliche Intelligenz \| Artificial intelligence \| Kapitaleinkommen \| Capital income \| Prognoseverfahren \| Forecasting model \| Lernprozess \| Learning process \| Big Data \| Big data \| Kapitalmarkttheorie \| Capital market theory \| Kapitalmarktrendite \| Capital market returns \| Lernen \| Learning

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1287/mnsc.2023.4695 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014513601