diff --git a/README.md b/README.md
index 74858f5..9b309d5 100644
--- a/README.md
+++ b/README.md
@@ -529,3 +529,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
 - [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).
 - [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives.
+- [Autoencoder-Asset-Pricing-Models](https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536))
diff --git a/site/index.qmd b/site/index.qmd
index 0454156..7b771f6 100644
--- a/site/index.qmd
+++ b/site/index.qmd
@@ -519,4 +519,5 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher
 - [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
 - [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).
-- [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives.
\ No newline at end of file
+- [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives.
+- [Autoencoder-Asset-Pricing-Models](https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536))
\ No newline at end of file