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Factor-Driven Network Informed Restricted Vector Autoregression

Brendan Martin, Mihai Cucuringu, Alessandra Luati, Francesco Sanna Passino. Factor-Driven Network Informed Restricted Vector Autoregression. In Proceedings of the 6th ACM International Conference on AI in Finance, ICAIF 2025, Singapore, November 15-18, 2025. pages 431-439, ACM, 2025. [doi]

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Brendan Martin

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Mihai Cucuringu

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Alessandra Luati

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Francesco Sanna Passino

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