@article{tradingalgorithmswithlearninginlatent,
  title = {Trading algorithms with learning in latent alpha models},
  author = {Philippe Casgrain and Sebastian Jaimungal},
  year = {2018},
  eprint = {1806.04472},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1806.04472v1},
}