Interpretable machine learning for asset pricing
George Kapetanios; Felix Kempf; Daniele Massacci
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Econometrics and Statistics
- Research area
- AI & compute
- Source type
- Journal article
- DOI
- 10.1016/j.ecosta.2026.09.004
The original publisher provides the full text and its access options.
Cite this source
George Kapetanios; Felix Kempf; Daniele Massacci. Interpretable machine learning for asset pricing. Econometrics and Statistics. 2026-09. https://doi.org/10.1016/j.ecosta.2026.09.004