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Uncertainty-Aware Lookahead Factor Models for Quantitative Investing
v1v2 (latest)

Uncertainty-Aware Lookahead Factor Models for Quantitative Investing

7 July 2020
Lakshay Chauhan
J. Alberg
Zachary Chase Lipton
    AI4TSAIFin
ArXiv (abs)PDFHTML

Papers citing "Uncertainty-Aware Lookahead Factor Models for Quantitative Investing"

7 / 7 papers shown
Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction
Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction
Tian Guo
E. Hauptmann
AIFinAI4TS
336
0
0
17 Oct 2025
Forecasting Company Fundamentals
Forecasting Company Fundamentals
Felix Divo
Eric Endress
Kevin Endler
Kristian Kersting
Devendra Singh Dhami
AI4TS
293
4
0
21 Oct 2024
Evaluating Model Performance in Medical Datasets Over Time
Evaluating Model Performance in Medical Datasets Over TimeACM Conference on Health, Inference, and Learning (CHIL), 2023
Helen Zhou
Yuwen Chen
Zachary Chase Lipton
OOD
350
6
0
22 May 2023
Volatility Based Kernels and Moving Average Means for Accurate
  Forecasting with Gaussian Processes
Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian ProcessesInternational Conference on Machine Learning (ICML), 2022
Gregory W. Benton
Wesley J. Maddox
A. Wilson
AI4TS
245
3
0
13 Jul 2022
Quantitative Stock Investment by Routing Uncertainty-Aware Trading
  Experts: A Multi-Task Learning Approach
Quantitative Stock Investment by Routing Uncertainty-Aware Trading Experts: A Multi-Task Learning Approach
Shuo Sun
Rongpin Wang
Bo An
AIFin
232
4
0
07 Jun 2022
Reinforcement Learning for Quantitative Trading
Reinforcement Learning for Quantitative Trading
Shuo Sun
Rongpin Wang
Bo An
OffRLAIFin
320
82
0
28 Sep 2021
Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor
  and Optimal Transport
Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport
Hengxu Lin
Dong Zhou
Yuante Li
Jiang Bian
AIFinAI4TS
312
84
0
24 Jun 2021
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