Has anyone seen this research, have you tried predicting long term fundamentals ?
What would be some good examples to start with on quantopian ?
Improving Factor-Based Quantitative Investing by
Forecasting Company Fundamentals
https://export.arxiv.org/pdf/1711.04837
Interview on bloomberg with the authors:
we speak to John Alberg of Euclidean Technologies and Zachary Lipton of Carnegie Mellon, about their new research on the next generation of quant investing. Alberg and Lipton explain a recent paper in which they used machine learning to forecast the future fundamentals of companies, and the opportunity that offers in terms of beating the market over the long term.