@article{enhancingtimeseriesmomentumstrategies,
  title = {Enhancing Time Series Momentum Strategies Using Deep Neural Networks},
  author = {Bryan Lim and Stefan Zohren and Stephen Roberts},
  year = {2019},
  eprint = {1904.04912},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1904.04912v3},
}