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conftrace_

dynamic factor model

4 papers

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Also known as

DFM

Co-occurring keywords · papers mentioning both

posterior inference (2) bayesian inference (2) time series analysis (2) probabilistic model (1) latent variable (1) topic model (1) variational autoencoder (1) latent space (1) asset pricing (1) ordinal data (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 NeurIPS 2014