@article{spatiotemporalmomentumjointlylearning,
  title = {Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies},
  author = {Wee Ling Tan and Stephen Roberts and Stefan Zohren},
  year = {2023},
  eprint = {2302.10175},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2302.10175v1},
}