@article{usingmachinelearningandalternativedata,
  title = {Using Machine Learning and Alternative Data to Predict Movements in Market Risk},
  author = {Thomas Dierckx and Jesse Davis and Wim Schoutens},
  year = {2020},
  eprint = {2009.07947},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2009.07947v1},
}