RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction.

Yilun Wang Shengjie Guo

Published in: CoRR (2024)

Keyphrases

stock returns
financial time series
stock market
text mining
cross sectional
mutual information
image segmentation
three dimensional
feature space
medical images
x ray
total variation
stock price
developed countries