Assuntos Econômicos
Artificial Intelligence Asset Pricing Models (Kelly et al.)
jan 24, 2025, 11:19 AM 0
Artificial Intelligence Asset Pricing Models by Bryan T. Kelly, Boris Kuznetsov, Semyon Malamud, Teng Andrea Xu by NBER (1/2025). The core statistical technology in artificial intelligence is the large-scale transformer network. We propose a new asset pricing model that…