@article{deepprobabilisticmodellingofprice,
  title = {Deep Probabilistic Modelling of Price Movements for High-Frequency Trading},
  author = {Ye-Sheen Lim and Denise Gorse},
  year = {2020},
  eprint = {2004.01498},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2004.01498v1},
}