arXiv paper: Asset Pricing in Pre-trained Transformer

Hypothesis

data_unavailable: no usable source for N1 (no candidate covers the need in full / only partial coverage from: Chen and Zimmermann Open Source Asset Pricing, Obscura OpenAP Signals); N2 (no candidate covers the need in full / only partial coverage from: Kenneth French monthly RF and historical factor archives, Federal Reserve H.15 via FRED TB3MS — alternative only)

Analysis

Both needs require new sources; no existing platform collector covers them. Public OSAP portfolio returns and Kenneth French RF are the original sources, but neither fully satisfies the requested coverage and historical availability timestamps. OSAP mostly ends in December 2024, and Lai's exact 182-factor membership remains unverified. The collection windows also need expansion to support 132 matured training and validation months. The complete assessment was saved to the required outbox path.

Chen and Zimmermann Open Source Asset Pricing

Obscura OpenAP Signals

Kenneth French monthly RF and historical factor archives

Federal Reserve H.15 via FRED TB3MS — alternative only

N1: no candidate covers the need in full / only partial coverage from: Chen and Zimmermann Open Source Asset Pricing, Obscura OpenAP Signals; N2: no candidate covers the need in full / only partial coverage from: Kenneth French monthly RF and historical factor archives, Federal Reserve H.15 via FRED TB3MS — alternative only

Analysis

Asset Pricing in Pre-trained Transformer