HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE

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]

@inproceedings{WeiR0L23,
  title = {HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE},
  author = {Zikai Wei and Anyi Rao and Bo Dai 0002 and Dahua Lin},
  year = {2023},
  doi = {10.24963/ijcai.2023/545},
  url = {https://doi.org/10.24963/ijcai.2023/545},
  researchr = {https://researchr.org/publication/WeiR0L23},
  cites = {0},
  citedby = {0},
  pages = {4903-4911},
  booktitle = {Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence, IJCAI 2023, 19th-25th August 2023, Macao, SAR, China},
  publisher = {ijcai.org},
}