@inproceedings{ijcai2024p676, title = {RSAP-DFM: Regime-Shifting Adaptive Posterior Dynamic Factor Model for Stock Returns Prediction}, author = {Xiang, Quanzhou and Chen, Zhan and Sun, Qi and Jiang, Rujun}, booktitle = {Proceedings of the Thirty-Third International Joint Conference on Artificial Intelligence, {IJCAI-24}}, publisher = {International Joint Conferences on Artificial Intelligence Organization}, editor = {Kate Larson}, pages = {6116--6124}, year = {2024}, month = {8}, note = {Main Track}, doi = {10.24963/ijcai.2024/676}, url = {https://doi.org/10.24963/ijcai.2024/676}, }