World Embedding: a daily 64-dim representation of the aggregate economic state (1985-2021). Drop-in state vector for asset pricing, macro forecasting, regime detection, and event studies.
finance machine-learning deep-learning time-series economics embedding asset-pricing bond-pricing multimodal-deep-learning bond-risk-premia macro-finance regime-detection macroeconomic-forecasting economic-state world-embedding economic-state-representation unspanned-macro-risks
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Updated
Apr 7, 2026 - Python