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

@inproceedings{zhao-2026-storm, author = {Yilei Zhao and Wentao Zhang and Tingran Yang and Yong Jiang and Fei Huang and Wei Yang Bryan Lim}, title = {{STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading}}, booktitle = {{Proceedings of the Nineteenth ACM International Conference on Web Search and Data Mining, WSDM 2026, Boise, ID, USA, February 22-26, 2026}}, pages = {1017--1026}, publisher = {ACM}, year = {2026}, url = {https://doi.org/10.1145/3773966.3777972}, doi = {https://doi.org/10.1145/3773966.3777972} }