Duan, Y., Wang, L., Zhang, Q. and Li, J. (2022) “FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns”, Proceedings of the AAAI Conference on Artificial Intelligence, 36(4), pp. 4468-4476. doi: 10.1609/aaai.v36i4.20369.