"RSAP-DFM: Regime-Shifting Adaptive Posterior Dynamic Factor Model for ..."

Quanzhou Xiang et al. (2024)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2024-10-18

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  - conf/ijcai/XiangCSJ24
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Quanzhou Xiang, Zhan Chen, Qi Sun, Rujun Jiang:
RSAP-DFM: Regime-Shifting Adaptive Posterior Dynamic Factor Model for Stock Returns Prediction. IJCAI 2024: 6116-6124

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