Modeling the Momentum Effect in Financial Stock Markets Umino, Kazunori ; Kikuchi, Takamasa ; Kunigami, Masaaki ; Yamada, Takashi ; Terano, Takao Abstract Publication: Transactions of the Japanese Society for Artificial Intelligence Pub Date: July 2018 DOI: 10.1527/tjsai.E-HB3 Bibcode: 2018TJSAI..33B...3U