@article{uncertaintyawarelookaheadfactormodelsfor, title = {Uncertainty-Aware Lookahead Factor Models for Quantitative Investing}, author = {Lakshay Chauhan and John Alberg and Zachary C. Lipton}, year = {2020}, eprint = {2007.04082}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2007.04082v2}, }