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stock return

4 papers

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factor model (2) variational autoencoder (2) temporal residual (1) hidden factor (1) temporal residual learning (1) stock return prediction (1) stock returns prediction (1) prior-posterior learning (1) hierarchical latent space (1) stock prediction (1)

Papers

FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction AAAI 2025 HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE IJCAI 2023 FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns AAAI 2022 Minimal Nonlinear Distortion Principle for Nonlinear Independent Component Analysis JMLR 2008