Its called 'universal' because, unlike usual models trained on time series for a given stock/ contract, this model is trained on a POOLED data set (in this case 500 or so stocks) and is then shown to be applicable for forecasting any stock, including those not included in the training data.
This is different from the usual approach where, say, you use time ...
you can check the following books on Python and R
It includes times models, forecasting and predictive analysis models for stocks
1.Forecasting models – an overview with the help of R software : Time series - Past ,Present and Future
2.Python programming for Data Scientists: From Introductory concepts to Machine ...