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

Published in Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence (IJCAI), 2023

Recommended citation: Wei, Z., Rao, A., Dai, B., & Lin, D. (2023). "HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE." Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence (IJCAI), 4903-4911. https://www.ijcai.org/proceedings/2023/545