Search Results for author: Lakshay Chauhan

Found 2 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.

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