works on
factor models 1macroeconomic forecasting 1mixed-frequency data 1nonlinear estimation 1transformer attention 1

From the 1 of 1 linked paper with an AI index.

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1 paper

econ.EM2026

A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data

Alessio Brini, Ekaterina Seregina

The paper introduces the Mixed-Panels-Transformer Encoder (MPTE), a transformer‑based framework that uses attention to estimate factor models on panel data observed at mixed freque…