Lakshay Chauhan, John Alberg, Zachary C. Lipton. Uncertainty-Aware Lookahead Factor Models for Quantitative Investing. In Proceedings of the 37th International Conference on Machine Learning, ICML 2020, 13-18 July 2020, Virtual Event. Volume 119 of Proceedings of Machine Learning Research, pages 1489-1499, PMLR, 2020. [doi]
Abstract is missing.