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Seeking papers related to the stock market (S&P 500 or MSCI ACWI) analysis

I am sure there are a lot of papers that are related to stock market analysis.. but I haven't been able to find ones that fit my needs most. I want to read papers, replicate their analysis, and use them for my current job. Specifically, I am seeking to build a model that

1) given a timeframe, determines which factors (sectors, regions, styles, etc) influence the stock market, say S&P 500 or MSCI ACWI. The number of factors can be as many as 100.

2) uses some machine learning techniques.. other than simply linear regression..

3) I am not trying to predict the future returns.. I am only interested in explaining the past returns given a timeframe.

Thank you for your help in advance!