Multi-Dimensional Analysis and Exploration of Asset Pricing

Yujia Hao

2025

Abstract

Asset pricing is a core issue in the financial market and is affected by various external and internal factors. This study explores the role of policy changes, socio-economic uncertainty, and corporate internal governance structure in asset pricing. It analyzes the advantages and disadvantages of traditional pricing methods (such as CAPM, APT, and multi-factor models) and emerging data-driven methods (such as machine learning and deep learning). Policy factors mainly affect market liquidity, capital costs, and investor expectations through monetary policy, fiscal policy, and financial regulation, which affect asset prices. Socio-economic uncertainty, such as economic crises, wars, and natural disasters, can exacerbate market volatility and affect asset valuations. A company's profitability, capital structure, and governance level determine its market value. In addition, the development of data science, machine learning, and deep learning in asset pricing continues to improve prediction accuracy, but it still faces challenges such as black box problems, overfitting, and data reliability. In the future, combining behavioral finance, data-driven methods, and research on explainable artificial intelligence (XAI) is expected to improve the accuracy and applicability of asset pricing models and promote the transformation of financial analysis into intelligence.

Paper Citation

in Harvard Style

Hao Y. (2025). Multi-Dimensional Analysis and Exploration of Asset Pricing. In Proceedings of the 2nd International Conference on Data Science and Engineering - Volume 1: ICDSE; ISBN 978-989-758-765-8, SciTePress, pages 253-258. DOI: 10.5220/0013686000004670

in Bibtex Style

@conference{icdse25,
author={Yujia Hao},
title={Multi-Dimensional Analysis and Exploration of Asset Pricing},
booktitle={Proceedings of the 2nd International Conference on Data Science and Engineering - Volume 1: ICDSE},
year={2025},
pages={253-258},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0013686000004670},
isbn={978-989-758-765-8},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 2nd International Conference on Data Science and Engineering - Volume 1: ICDSE
TI - Multi-Dimensional Analysis and Exploration of Asset Pricing
SN - 978-989-758-765-8
AU - Hao Y.
PY - 2025
SP - 253
EP - 258
DO - 10.5220/0013686000004670
PB - SciTePress