@article{timeseriesmomentumpredictabilityvia,
  title = {Trend-Following Strategies via Dynamic Momentum Learning},
  author = {Bruno P. C. Levy and Hedibert F. Lopes},
  year = {2021},
  eprint = {2106.08420},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2106.08420v4},
}