@ARTICLE {30075,
author={S.  Sarmento and N. Horta},
doi={10.1016/j.eswa.2020.113490},
journal={Expert Systems with Applications},
title={Enhancing a Pairs Trading strategy with the application of Machine Learning},
year={2020},
month={November},
volume={158},
number={ },
pages={113490-113490},
ISSN={0957-4174}
}