MLP models with two hidden layers outperform deeper networks and traditional linear benchmarks for pricing large-cap US stocks with portfolio factors.
The journal of Finance 59(4), 1481–1509 (2004)
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.PR 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks
MLP models with two hidden layers outperform deeper networks and traditional linear benchmarks for pricing large-cap US stocks with portfolio factors.