@article{statisticalarbitrageriskpremiumbymachine,
  title = {Statistical Arbitrage Risk Premium by Machine Learning},
  author = {Raymond C. W. Leung and Yu-Man Tam},
  year = {2021},
  eprint = {2103.09987},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.09987v1},
}