@article{benchmarkingdeepsequentialmodelson,
  title = {Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series},
  author = {Qiang Zhang and Rui Luo and Yaodong Yang and Yuanyuan Liu},
  year = {2018},
  eprint = {1811.03711},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1811.03711v1},
}