An unofficial PyTorch implementation of FactorVAE, proposed in "FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns" by Duan et al.(https://ojs.aaai.org/index.php/AAAI/article/view/20369)
-
Notifications
You must be signed in to change notification settings - Fork 11
x7jeon8gi/FactorVAE
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
PyTorch implementation of FactorVAE
Topics
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published