Search Results for author: John Alberg

Found 3 papers, 0 papers with code

Uncertainty-Aware Lookahead Factor Models for Improved Quantitative Investing

no code implementations ICML 2020 Lakshay Chauhan, John Alberg, Zachary Lipton

On a periodic basis, publicly traded companies are required to report fundamentals: financial data such as revenue, earnings, debt, etc., providing insight into the company’s financial health.

Uncertainty-Aware Lookahead Factor Models for Quantitative Investing

no code implementations7 Jul 2020 Lakshay Chauhan, John Alberg, Zachary C. Lipton

On a periodic basis, publicly traded companies report fundamentals, financial data including revenue, earnings, debt, among others.

Improving Factor-Based Quantitative Investing by Forecasting Company Fundamentals

no code implementations13 Nov 2017 John Alberg, Zachary C. Lipton

Academic research has identified some factors, i. e. computed features of the reported data, that are known through retrospective analysis to outperform the market average.

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