@article{machinelearningbasedforecastingof,
  title = {Machine learning based forecasting of significant daily returns in foreign exchange markets},
  author = {Firuz Kamalov and Ikhlaas Gurrib},
  year = {2020},
  eprint = {2009.10065},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2009.10065v1},
}