conftrace_

prior-posterior learning

1 paper

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Co-occurring keywords · papers mentioning both

stock return prediction (1) stock return (1) asset pricing (1) latent space (1) variational autoencoder (1) latent variable (1) probabilistic model (1) dynamic factor model (1)

Papers

FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns AAAI 2022