"FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational ..."

Yitong Duan et al. (2022)

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DOI: 10.1609/AAAI.V36I4.20369

access: open

type: Conference or Workshop Paper

metadata version: 2023-09-04

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  dblp key:
  - conf/aaai/DuanWZL22
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  - https://dblp.org/rec/conf/aaai/DuanWZL22
Yitong Duan, Lei Wang, Qizhong Zhang, Jian Li:
FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns. AAAI 2022: 4468-4476

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