Artificial Intelligence Asset Pricing Models
收藏NBER2025-01-01 更新2025-01-25 收录
下载链接：
https://www.nber.org/papers/w33351
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资源简介：
The core statistical technology in artificial intelligence is the large-scale transformer network. We propose a new asset pricing model that implants a transformer in the stochastic discount factor. This structure leverages conditional pricing information via cross-asset information sharing and
提供机构：
美国国家经济研究局
创建时间：
2025-01-01
