STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading

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Yilei Zhao, Wentao Zhang, Tingran Yang, Yong Jiang, Fei Huang, Wei Yang Bryan Lim

Published: 22 Feb 2026, Last Modified: 12 Mar 2026CrossrefEveryoneRevisionsCC BY-SA 4.0