DUAN, Yitong; WANG, Lei; ZHANG, Qizhong; LI, Jian. FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns. Proceedings of the AAAI Conference on Artificial Intelligence, [S. l.], v. 36, n. 4, p. 4468–4476, 2022. DOI: 10.1609/aaai.v36i4.20369. Disponível em: https://ojs.aaai.org/index.php/AAAI/article/view/20369. Acesso em: 10 may. 2026.