Zhixi Li, Vincent Tam. A Machine Learning View on Momentum and Reversal Trading. Algorithms, 11(11):170, 2018. [doi]
@article{LiT18-23, title = {A Machine Learning View on Momentum and Reversal Trading}, author = {Zhixi Li and Vincent Tam}, year = {2018}, doi = {10.3390/a11110170}, url = {https://doi.org/10.3390/a11110170}, researchr = {https://researchr.org/publication/LiT18-23}, cites = {0}, citedby = {0}, journal = {Algorithms}, volume = {11}, number = {11}, pages = {170}, }