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]
@inproceedings{ChauhanAL20,
title = {Uncertainty-Aware Lookahead Factor Models for Quantitative Investing},
author = {Lakshay Chauhan and John Alberg and Zachary C. Lipton},
year = {2020},
url = {http://proceedings.mlr.press/v119/chauhan20a.html},
researchr = {https://researchr.org/publication/ChauhanAL20},
cites = {0},
citedby = {0},
pages = {1489-1499},
booktitle = {Proceedings of the 37th International Conference on Machine Learning, ICML 2020, 13-18 July 2020, Virtual Event},
volume = {119},
series = {Proceedings of Machine Learning Research},
publisher = {PMLR},
}