Cita APA (7a ed.)

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.

Cita Chicago Style (17a ed.)

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

Cita MLA (9a ed.)

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