Reference health
Large (and Deep) Factor Models
18/18 checkable references clean · checked 2026-08-19
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
34 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 18 checked references that resolve
resolves10.1287/mnsc.2022.4449
Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
resolves10.1017/S0962492921000039
Fit without fear: remarkable mathematical phenomena of deep learning through the prism of interpolation
resolves10.1111/0022-1082.00120
The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights
resolves10.3386/w31275
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?
The 34 references without a DOI — listed, not checked
no DOI — not checkedThe neural tangent kernel in high dimensions: Triple descent and a multi-scale theory of generalization
no DOI — not checkedOn exact computation with an infinitely wide neural net
no DOI — not checkedReproducing kernel Hilbert spaces
no DOI — not checkedref5
no DOI — not checkedForest through the trees: Building cross-sections of stock returns
no DOI — not checkedDeep learning in asset pricing
no DOI — not checkedComplexity in Factor Pricing Models
no DOI — not checkedref14
no DOI — not checkedref16
no DOI — not checkedWhen do neural networks outperform kernel methods?
no DOI — not checkedref21
no DOI — not checkedFast Neural Kernel Embeddings for General Activations
no DOI — not checkedExpected stock returns and firm characteristics: E-LASSO, assessment, and implications
no DOI — not checkedSurprises in high-dimensional ridgeless least squares interpolation
no DOI — not checkedInfinite attention: NNGP and NTK for deep attention networks
no DOI — not checkedNeural tangent kernel: Convergence and generalization in neural networks
no DOI — not checkedCharacteristics are Covariances: A Unified Model of Risk and Return
no DOI — not checkedDeep Learning from Implied Volatility Surfaces
no DOI — not checkedref33
no DOI — not checkedref34
no DOI — not checkedWhen do cross-sectional asset pricing factors span the stochastic discount factor?
no DOI — not checkedFinite versus infinite neural networks: an empirical study
no DOI — not checkedref41
no DOI — not checkedScaling deep learning for materials discovery
no DOI — not checkedref43
no DOI — not checkedDeep double descent: Where bigger models and more data hurt
no DOI — not checkedNeural tangents: Fast and easy infinite neural networks in python
no DOI — not checkedref46
no DOI — not checkedref47
no DOI — not checkedref49
no DOI — not checkedref50
no DOI — not checkedTensor programs iv: Feature learning in infinite-width neural networks
no DOI — not checkedref52
no DOI — not checkedref53
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work were clean at the dated check: each resolved to a known work in a public registry, and none
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