RSAP-DFM: Regime-Shifting Adaptive Posterior Dynamic Factor Model for Stock Returns Prediction

Xiang et al. "RSAP-DFM: Regime-Shifting Adaptive Posterior Dynamic Factor Model for Stock Returns Prediction." International Joint Conference on Artificial Intelligence, 2024.

[Xiang et al. "RSAP-DFM: Regime-Shifting Adaptive Posterior Dynamic Factor Model for Stock Returns Prediction." International Joint Conference on Artificial Intelligence, 2024.](https://mlanthology.org/ijcai/2024/xiang2024ijcai-rsap/)

@inproceedings{xiang2024ijcai-rsap,
  title     = {{RSAP-DFM: Regime-Shifting Adaptive Posterior Dynamic Factor Model for Stock Returns Prediction}},
  author    = {Xiang, Quanzhou and Chen, Zhan and Sun, Qi and Jiang, Rujun},
  booktitle = {International Joint Conference on Artificial Intelligence},
  year      = {2024},
  pages     = {6116-6124},
  url       = {https://mlanthology.org/ijcai/2024/xiang2024ijcai-rsap/}
}