Quanzhou Xiang, Zhan Chen, Qi Sun, Rujun Jiang. RSAP-DFM: Regime-Shifting Adaptive Posterior Dynamic Factor Model for Stock Returns Prediction. In Proceedings of the Thirty-Third International Joint Conference on Artificial Intelligence, IJCAI 2024, Jeju, South Korea, August 3-9, 2024. pages 6116-6124, ijcai.org, 2024. [doi]
Abstract is missing.