Duan, Yitong, Lei Wang, Qizhong Zhang, and Jian Li. “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, no. 4 (June 28, 2022): 4468-4476. Accessed April 20, 2024. https://ojs.aaai.org/index.php/AAAI/article/view/20369.