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STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading
STORM combines dual vector quantized autoencoders to extract temporal and spatial stock features, creating diverse factor embeddings for improved asset pricing and portfolio management.
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Thai startup study identifies key chatbot features for financial modeling
Exploratory factor analysis identifies ease of use, recommendation capability, and advanced features as key factors for financial modeling chatbots serving startups.
