@article{optimizingreturnsusingthehurstexponent,
  title = {Optimizing Returns Using the Hurst Exponent and Q Learning on Momentum and Mean Reversion Strategies},
  author = {Y. Chang and C. Lizardi and R. Shah},
  year = {2022},
  eprint = {2205.11122},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2205.11122v1},
}