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asset pricing

2 papers

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Co-occurring keywords · papers mentioning both

variational autoencoder (2) factor model (1) neural network (1) stock return (1) stock return prediction (1) prior-posterior learning (1) generative adversarial network (1) latent space (1) latent variable (1) probabilistic model (1)

Papers

Asset Pricing with Contrastive Adversarial Variational Bayes IJCAI 2025 FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns AAAI 2022