@article{hyperparameteroptimizationforforecasting,
  title = {Hyperparameter Optimization for Forecasting Stock Returns},
  author = {Sang Il Lee},
  year = {2020},
  eprint = {2001.10278},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2001.10278v1},
}