每日简报

基于 Transformer 网络的非线性动态因子分析AI 解读

The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional factor model as prior information via a regularization term in the training objective. The results are interpreted with Attention matrices that quantify the relative importance of variables and their lags for the factor estimate. Time variation…

马克思主义平均利润率分析的部门排除标准：美国1960—2020年AI 解读

The long term estimation of the Marxist average rate of profit does not adhere to a theoretically grounded standard regarding which economic activities should or should not be included for such purposes, which is relevant because methodological non uniformity can be a significant source of overestimation or underestimation, generating a less accurate reflection of the capital accumulation dynamics. This research aims to provide a standard Marxist decision criterion regarding…