conftrace_

dynamic factor model

4 papers

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Also known as

DFM

Co-occurring keywords

posterior inference (138) bayesian inference (1907) time series analysis (175) text stream (6) ordinal observation (2) stock return (4) stock return prediction (7) rank observation (1) stock returns prediction (2) regime shifting (1)

Papers

RSAP-DFM: Regime-Shifting Adaptive Posterior Dynamic Factor Model for Stock Returns Prediction IJCAI 2024
FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns AAAI 2022
Bayesian time-aligned factor analysis of paired multivariate time series JMLR 2021
Dynamic Rank Factor Model for Text Streams NIPS 2014