Neural Instrumented Factorization: Learning Dynamic Asset Pricing Factors and Loadings through Characteristics Control.

@inproceedings{uddin-2025-neural, author = {Ajim Uddin}, editor = {Meeyoung Cha and Carl Yang and Chanyoung Park and Senjuti Basu Roy and Noseong Park and Zhenhui Jessie Li and Carl Yang and Senjuti Basu Roy and Zhenhui Jessie Li and Jaap Kamps and Kijung Shin and Bryan Hooi and Lifang He}, title = {{Neural Instrumented Factorization: Learning Dynamic Asset Pricing Factors and Loadings through Characteristics Control}}, booktitle = {{Proceedings of the 34th ACM International Conference on Information and Knowledge Management, CIKM 2025, Seoul, Republic of Korea, November 10-14, 2025}}, pages = {2915--2924}, publisher = {ACM}, year = {2025}, url = {https://doi.org/10.1145/3746252.3761049}, doi = {https://doi.org/10.1145/3746252.3761049} }