FactorVAE
Pytorch Implement of FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns
Install / Use
/learn @Carzit/FactorVAEPytorch Implement of FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns
/learn @Carzit/FactorVAE