@article{highperformancestockindextradingmaking,
  title = {High-performance stock index trading: making effective use of a deep LSTM neural network},
  author = {Chariton Chalvatzis and Dimitrios Hristu-Varsakelis},
  year = {2019},
  eprint = {1902.03125},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1902.03125v2},
}