@article{datadrivendynamicfactormodelingvia,
  title = {Data-Driven Dynamic Factor Modeling via Manifold Learning},
  author = {Graeme Baker and Agostino Capponi and J. Antonio Sidaoui},
  year = {2025},
  eprint = {2506.19945},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2506.19945v1},
}