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 33(3), 885–901 (1978)
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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.