collaborators

1 paper

cs.LG2026

STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading

Yilei Zhao, Wentao Zhang, Tingran Yang +3

In financial trading, factor models are widely used to price assets and capture excess returns from mispricing. Recently, we have witnessed the rise of variational autoencoder-base…