Sufficient Forecasting Using Factor Models

27 May 2015

Papers citing "Sufficient Forecasting Using Factor Models"

5 / 5 papers shown

Title
Factor Augmented Tensor-on-Tensor Neural Networks Guanhao Zhou Yuefeng Han Xiufan Yu 27 1 0 30 May 2024
Are Latent Factor Regression and Sparse Regression Adequate? Jianqing Fan Zhipeng Lou Mengxin Yu CML 25 21 0 02 Mar 2022
Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 Omer Berat Sezer M. U. Gudelek A. Ozbayoglu AI4TS 17 979 0 29 Nov 2019
Deep Fundamental Factor Models M. Dixon Nicholas G. Polson 16 9 0 18 Mar 2019
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 38 476 0 04 Jun 2012