Scaling State-Space Models: A Deep Learning Approach to Firm-level Return Forecasting

Liu, Yuming and Zivot, Eric W., Scaling State-Space Models: A Deep Learning Approach to Firm-level Return Forecasting (December 01, 2025). Available at SSRN: https://ssrn.com/abstract=6329499 or http://dx.doi.org/10.2139/ssrn.6329499 .