@inproceedings{uncertaintyawarelookaheadfactormodelsfor, title = {Uncertainty-Aware Lookahead Factor Models for Improved Quantitative Investing}, author = {Lakshay Chauhan and John Alberg and Zachary Lipton}, year = {2020}, booktitle = {ICML 2020 1}, url = {https://proceedings.icml.cc/static/paper_files/icml/2020/721-Paper.pdf}, }