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Financial Market Risk Factor Extraction and Prediction Based on Variational Autoencoder and LightGBM

Daniel R. Kim; Wenhao Zhang; Laura E. Simmons

Published
Publisher
MDPI AG
Research area
Capital & markets
Source type
Preprint / posted paper
DOI
10.20944/preprints202511.1829.v1

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Daniel R. Kim; Wenhao Zhang; Laura E. Simmons. Financial Market Risk Factor Extraction and Prediction Based on Variational Autoencoder and LightGBM. MDPI AG. 2025-11-24. https://doi.org/10.20944/preprints202511.1829.v1

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