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J. Antonio Sidaoui

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2020 – today

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2025
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Graeme Baker, Agostino Capponi, J. Antonio Sidaoui:
Data-Driven Dynamic Factor Modeling via Manifold Learning. CoRR abs/2506.19945 (2025)
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Agostino Capponi, Chengpiao Huang, J. Antonio Sidaoui, Kaizheng Wang, Jiacheng Zou:
The Nonstationarity-Complexity Tradeoff in Return Prediction. CoRR abs/2512.23596 (2025)

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