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

Research article (Proceedings of the AAAI Conference on Artificial Intelligence, 2022) · cited 68× · AI/ML
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FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns

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APA 4ort.xyz Knowledge Graph. (2026). FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns. Retrieved May 24, 2026, from https://4ort.xyz/entity/factorvae-a-probabilistic-dynamic-factor-model-based-on-variational-autoencoder-for-predicting-cross-sectional-stock-ret
MLA “FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/factorvae-a-probabilistic-dynamic-factor-model-based-on-variational-autoencoder-for-predicting-cross-sectional-stock-ret.
BibTeX @misc{4ortxyz_factorvae-a-probabilistic-dynamic-factor-model-based-on-variational-autoencoder-for-predicting-cross-sectional-stock-ret_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns}}, year = {2026}, url = {https://4ort.xyz/entity/factorvae-a-probabilistic-dynamic-factor-model-based-on-variational-autoencoder-for-predicting-cross-sectional-stock-ret}, note = {Accessed: 2026-05-24}}
LLM prompt According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns — https://4ort.xyz/entity/factorvae-a-probabilistic-dynamic-factor-model-based-on-variational-autoencoder-for-predicting-cross-sectional-stock-ret (retrieved 2026-05-24)

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