Website / RESOURCE PROFILE
We propose a new latent factor conditional asset pricing model, which delivers out-of-sample pricing errors that are far smaller (and generally insignificant) compared to other leading factor models.
We propose a new latent factor conditional asset pricing model, which delivers out-of-sample pricing errors that are far smaller (and generally insignificant) compared to other leading factor models.
References explain how this resource entered the collection. They do not represent an endorsement.
Agent Trading Arena probes numerical understanding of LLM-based trading agents in a zero-sum market simulation
InvestorBench evaluates LLM-based agents on financial decision-making tasks across multiple asset classes and markets
FinMTEB is a finance-specific massive text embedding benchmark with 64 datasets across seven financial NLP task types
