collaborators

1 paper

q-fin.PR2026

Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model

Changeun Kim, Younwoo Jeong, Bong-Gyu Jang

We introduce the Consensus-Bottleneck Asset Pricing Model (CB-APM), which embeds aggregate analyst consensus as a structural bottleneck, treating professional beliefs as a sufficie…