Paper Citation Record · LEDGER

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks

As of 20 August 2026, this Paper Citation Record lists 56 of 56 outbound references and 1 inbound Pith citation observation for arXiv:2505.01921.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2505.01921 v3

Coverage vector

measured 56 of 56 reference resolution

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One-hop event checks from named stored sources.

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Pith citing papers itemized under the disclosed page cap.

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measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

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Reference resolution

56 of 56 outbound references displayed

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External citation measurements

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Outbound references

Observation a3f61514-d0d4-4127-b582-a4876f14d1fa · outbound

This paper cites Time, and Risk (August 8, 1961) (1961).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Time, and Risk (August 8, 1961) (1961)

Reference 1

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Observation 4d3317a8-675f-48b8-b093-a83d1b30ca04 · outbound

This paper cites The Journal of Finance 33(3), 885–901 (1978).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks The Journal of Finance 33(3), 885–901 (1978)

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T04:14:19.233808Z

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Observation 1f88305e-a9b6-48b7-b1fb-ce6ec4896c36 · outbound

This paper cites Journal of Financial Economics 33(1), 3–56 (1993) https://doi.org/10.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of Financial Economics 33(1), 3–56 (1993) https://doi.org/10

Reference 3

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Observation 3bd5bb41-4d98-46ef-90a1-005dd9b33e10 · outbound

This paper cites Available at SSRN 3341728 (2019).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Available at SSRN 3341728 (2019)

Reference 4

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Observation bf4b73c7-6c79-43c0-ad3c-f3cd38981bae · outbound

This paper cites Econometrica: journal of the Econometric Society, 1429–1445 (1978).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Econometrica: journal of the Econometric Society, 1429–1445 (1978)

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T04:14:19.199741Z

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Observation dc1db957-0ca5-45e5-a8fa-e8ac28e071f6 · outbound

This paper cites The journal of Finance 59(4), 1481–1509 (2004).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks The journal of Finance 59(4), 1481–1509 (2004)

Reference 6

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Observation 21a4cd04-3ce6-402b-b63a-7d172b98998a · outbound

This paper cites Journal of political economy 109(6), 1238– 1287 (2001).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of political economy 109(6), 1238– 1287 (2001)

Reference 7

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Observation 42b1f34a-84b8-4a3b-af18-b7bf1cb8f104 · outbound

This paper cites The Quarterly journal of economics 127(2), 645–700 (2012).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks The Quarterly journal of economics 127(2), 645–700 (2012)

Reference 8

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Observation 11531bc2-1394-4188-ba71-6ac0448041e8 · outbound

This paper cites Sustainability (Switzerland)12(17), 1–21 (2020) https://doi.org/10.3390/SU12176791.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Sustainability (Switzerland)12(17), 1–21 (2020) https://doi.org/10.3390/SU12176791

Reference 9

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This paper cites Expert Systems 38(3), 1–25 (2021) https://doi.org/ 10.1111/exsy.12649.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Expert Systems 38(3), 1–25 (2021) https://doi.org/ 10.1111/exsy.12649

Reference 10

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This paper cites Expert Systems with Applications journal 158 (2020) https://doi.org/10.1016/j.eswa.2020.113490.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Expert Systems with Applications journal 158 (2020) https://doi.org/10.1016/j.eswa.2020.113490

Reference 11

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This paper cites Review of Financial Studies 33(5), 2223–2273 (2020) https://doi.org/10.1093/ rfs/hhaa009.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Review of Financial Studies 33(5), 2223–2273 (2020) https://doi.org/10.1093/ rfs/hhaa009

Reference 12

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Observation ee7c3618-78d6-4861-a994-4fab9547d456 · outbound

This paper cites Journal of Econometrics 222(1), 429–450 (2021).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of Econometrics 222(1), 429–450 (2021)

Reference 13

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This paper cites Journal of 39 Economic Surveys (2022) https://doi.org/10.1111/joes.12532.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of 39 Economic Surveys (2022) https://doi.org/10.1111/joes.12532

Reference 14

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This paper cites Annual Review of Financial Economics 14 (2022) https://doi.org/10.1146/ annurev-financial-101521.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Annual Review of Financial Economics 14 (2022) https://doi.org/10.1146/ annurev-financial-101521

Reference 15

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This paper cites Princeton University Press (2021).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Princeton University Press (2021)

Reference 16

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This paper cites International Journal of Data Science and Analytics 12(2), 175–183 (2021) https://doi.org/10.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks International Journal of Data Science and Analytics 12(2), 175–183 (2021) https://doi.org/10

Reference 17

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This paper cites Management Science 70(2), 714–750 (2024) https://doi.org/10.1287/mnsc.2023.4695.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Management Science 70(2), 714–750 (2024) https://doi.org/10.1287/mnsc.2023.4695

Reference 18

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This paper cites CRC Press, New York, USA (2020).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks CRC Press, New York, USA (2020)

Reference 19

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This paper cites Journal of Finance 52(1), 57–82 (1997) https://doi.org/10.1111/j.1540-6261.1997.tb03808.x.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of Finance 52(1), 57–82 (1997) https://doi.org/10.1111/j.1540-6261.1997.tb03808.x

Reference 20

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This paper cites Jour- nal of Financial Economics 108(1), 1–28 (2013) https://doi.org/10.1016/j.jfineco.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Jour- nal of Financial Economics 108(1), 1–28 (2013) https://doi.org/10.1016/j.jfineco

Reference 21

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This paper cites Journal of Financial Economics 116(1), 1–22 (2015) https://doi.org/10.1016/j.jfineco.2014.10.010.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of Financial Economics 116(1), 1–22 (2015) https://doi.org/10.1016/j.jfineco.2014.10.010

Reference 22

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This paper cites Review of Financial Studies 28(3), 650–705 (2015) https://doi.org/10.1093/rfs/ hhu068.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Review of Financial Studies 28(3), 650–705 (2015) https://doi.org/10.1093/rfs/ hhu068

Reference 23

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This paper cites Journal of money, credit and banking 1(1), 15–29 (1969).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of money, credit and banking 1(1), 15–29 (1969)

Reference 24

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Observation 53eeba1a-24e2-460d-a86c-8b71cbafe526 · outbound

This paper cites The Review of financial studies 33(5), 2019–2133 (2020).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks The Review of financial studies 33(5), 2019–2133 (2020)

Reference 25

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This paper cites Journal of the American statistical association 97(460), 1167–1179 (2002).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of the American statistical association 97(460), 1167–1179 (2002)

Reference 26

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This paper cites Journal of Financial Economics 134(3), 501–524 (2019) https: //doi.org/10.1016/j.jfineco.2019.05.001.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of Financial Economics 134(3), 501–524 (2019) https: //doi.org/10.1016/j.jfineco.2019.05.001

Reference 27

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This paper cites The Journal of Finance 68(5), 1721–1756 (2013) 40.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks The Journal of Finance 68(5), 1721–1756 (2013) 40

Reference 28

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This paper cites Journal of Finance 75(3), 1327–1370 (2020) https://doi.org/10.1111/jofi.12883.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of Finance 75(3), 1327–1370 (2020) https://doi.org/10.1111/jofi.12883

Reference 29

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This paper cites The Journal of Finance 74(1), 449–492 (2019).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks The Journal of Finance 74(1), 449–492 (2019)

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T04:14:19.057676Z

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This paper cites Journal of Political Economy 129(7), 1947–1990 (2021).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of Political Economy 129(7), 1947–1990 (2021)

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T04:14:19.046953Z

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This paper cites Journal of the Royal Statistical Society Series B: Statistical Methodology 68(1), 49–67 (2006).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of the Royal Statistical Society Series B: Statistical Methodology 68(1), 49–67 (2006)

Reference 32

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This paper cites The Review of Financial Studies 33(5), 2326–2377 (2020).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks The Review of Financial Studies 33(5), 2326–2377 (2020)

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T04:14:19.022651Z

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Observation 497f9089-e8e5-4ac0-8d59-7e1df43e0d00 · outbound

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Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Unresolved cited work

Reference 34

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This paper cites The journal of Finance 49(3), 851–889 (1994).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks The journal of Finance 49(3), 851–889 (1994)

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T04:14:18.997515Z

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This paper cites Deep Learning in Finance.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Deep Learning in Finance

Reference 36

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This paper cites Available at SSRN 3450322 (2021).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Available at SSRN 3450322 (2021)

Reference 37

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This paper cites Foundations and Trends ® in Finance 13(3-4), 205–363 (2023).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Foundations and Trends ® in Finance 13(3-4), 205–363 (2023)

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T04:14:18.978675Z

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Observation e2bbdbc8-283b-4868-8be7-6c05a012af38 · outbound

This paper cites Management Science 65(1), 370–389 (2019) https://doi.org/10.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Management Science 65(1), 370–389 (2019) https://doi.org/10

Reference 39

Resolution: verified exact; raw_fallback, observed 2026-08-16T04:14:18.639151Z

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Observation c55029b6-126a-4974-bfc1-135e4baef942 · outbound

This paper cites RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction

Reference 40

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Observation fdda48d0-19b0-4235-9ced-f3fb46f7582a · outbound

This paper cites Generative Adversarial Networks in finance: an overview.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Generative Adversarial Networks in finance: an overview

Reference 41

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Observation a06c65d4-5355-43db-8697-a3bc407beb64 · outbound

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Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Unresolved cited work

Reference 42

Resolution: unresolved; raw_fallback, observed 2026-08-16T04:14:18.966977Z

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Observation c56a9e38-f704-4df3-bcaf-2e6b095de1ff · outbound

This paper cites Journal of finance 25(2), 383–417 (1970) 41.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of finance 25(2), 383–417 (1970) 41

Reference 43

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T04:14:18.955443Z

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Observation 361d5a68-0e41-4996-aabd-a81f0b1e4ac5 · outbound

This paper cites Journal of economic literature 44(4), 988–1004 (2006).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of economic literature 44(4), 988–1004 (2006)

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-16T04:14:18.943891Z

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Observation 7daeb67b-13cf-4a27-8eff-b5a955205614 · outbound

This paper cites Centre for Financial Research (CFR), working paper (2020).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Centre for Financial Research (CFR), working paper (2020)

Reference 45

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This paper cites Cornell Aeronautical Laboratory (1957).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Cornell Aeronautical Laboratory (1957)

Reference 46

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This paper cites nature 323(6088), 533–536 (1986).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks nature 323(6088), 533–536 (1986)

Reference 47

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This paper cites PhD thesis, Committee on Applied Mathematics, Harvard University, Cambridge, MA (1974).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks PhD thesis, Committee on Applied Mathematics, Harvard University, Cambridge, MA (1974)

Reference 48

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Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Unresolved cited work

Reference 49

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This paper cites Academic Press Profes- sional, Inc., Boston, MA (1993).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Academic Press Profes- sional, Inc., Boston, MA (1993)

Reference 50

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Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Adam: A Method for Stochastic Optimization

Reference 51

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Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks In: Proceedings of the Thirteenth International Conference on Artificial Intelligence and Statistics, pp

Reference 52

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This paper cites Journal of Business and Economic Statistics 13(3), 253–263 (1995).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Journal of Business and Economic Statistics 13(3), 253–263 (1995)

Reference 53

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This paper cites Machine learning 45, 5–32 (2001).

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks Machine learning 45, 5–32 (2001)

Reference 54

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This paper cites International Review of Financial Analysis 90 (2023) https://doi.org/10.1016/j.irfa.2023.102876.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks International Review of Financial Analysis 90 (2023) https://doi.org/10.1016/j.irfa.2023.102876

Reference 55

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This paper cites The Journal of finance 23(2), 389–416 (1968) 42.

Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks The Journal of finance 23(2), 389–416 (1968) 42

Reference 56

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Pith citing papers

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Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models cites this paper.

Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks

Reference 1

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