arxiv
PublishedOctober 8, 2026 at 4:00 AM
Residual Learning in Empirical Asset Pricing
Publisher summary· verbatim
arXiv:2610.09613v1 Announce Type: cross Abstract: Shallow models are special cases of deep models, and deep models theoretically have the potential to outperform the shallow ones. However, the existing empirical asset pricing literature provides strong benchmarks for shallow models. Residual learnin
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