@article{dimensionalityreductionforprediction,
  title = {Dimensionality reduction for prediction: Application to Bitcoin and Ethereum},
  author = {Hugo Inzirillo and Benjamin Mat},
  year = {2021},
  eprint = {2112.15036},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2112.15036v2},
}