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AI-Driven Asset Pricing with Transformers by liambearbrown is a document available to read on EtoBox.

This paper introduces an Artificial Intelligence Pricing Model (AIPM) that integrates transformer architectures into asset pricing, leveraging cross-asset information sharing and model complexity to improve predictive performance. The authors demonstrate that their AIPM significantly reduces pricing errors and enhances out-of-sample Sharpe ratios compared to traditional models, with empirical results showing substantial performance gains from both linear and nonlinear transformer implementations. The findin

Author

liambearbrown

Language

EN