Quant Letter: August 2025, Week-4
105th Edition
ArXiv
Finance
Asset Pricing with Attention Models: The study finds that pretrained RNN attention models can effectively derive returns and hedge risks in asset pricing, even during extreme market conditions like the COVID-19 pandemic. (2025-08-26, shares: 16)
ESG Risk Variables Algorithm: The research introduces a Hierarchical Variable Selection algorithm …
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