@inproceedings{factorvaeaprobabilisticdynamicfactor,
  title = {FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns},
  author = {Yitong Duan and Lei Wang and Qizhong Zhang and Jian Li},
  year = {2022},
  booktitle = {AAAI Conference on Artificial Intelligence 2022 6},
  url = {https://ojs.aaai.org/index.php/AAAI/article/view/20369},
}