@article{usingmachinelearningformediumfrequency,
  title = {Using machine learning for medium frequency derivative portfolio trading},
  author = {Abhijit Sharang and Chetan Rao},
  year = {2015},
  eprint = {1512.06228},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1512.06228v1},
}