APA (7th ed.) Citation

Zhao, Y., Zhang, W., Yang, T., Jiang, Y., Huang, F., & Lim, W. Y. B. (2024). STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading.

Chicago Style (17th ed.) Citation

Zhao, Yilei, Wentao Zhang, Tingran Yang, Yong Jiang, Fei Huang, and Wei Yang Bryan Lim. STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading. 2024.

MLA (9th ed.) Citation

Zhao, Yilei, et al. STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading. 2024.