Zikai Wei, Anyi Rao, Bo Dai 0002, Dahua Lin. HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE. In Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence, IJCAI 2023, 19th-25th August 2023, Macao, SAR, China. pages 4903-4911, ijcai.org, 2023. [doi]
Abstract is missing.