What Do Large Factor Models Learn? Self-Induced Regularization, Cost of Overfitting, and Self-Adaptivity

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Xin Xiong
DOI: 10.2139/ssrn.6039374
Cited by: 0
References: 28

Fields of Study & Subjects

Consumer Market Behavior and Pricing Financial Markets and Investment Strategies Statistical Methods and Inference

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint