Papanicolaou, Andrew, Fu, Hao, Krishnamurthy, Prashanth, and Khorrami, Farshad. A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs. IEEE Access 11. Web. doi:10.1109/ACCESS.2023.3245570.

Papanicolaou, Andrew, Fu, Hao, Krishnamurthy, Prashanth, & Khorrami, Farshad. A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs. IEEE Access, 11 (). https://doi.org/10.1109/ACCESS.2023.3245570

Papanicolaou, Andrew, Fu, Hao, Krishnamurthy, Prashanth, and Khorrami, Farshad. "A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs". IEEE Access 11 (). Country unknown/Code not available: Institute of Electrical and Electronics Engineers. https://doi.org/10.1109/ACCESS.2023.3245570. https://par.nsf.gov/biblio/10398763.

@article{osti_10398763,
place = {Country unknown/Code not available}, title = {A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs}, url = {https://par.nsf.gov/biblio/10398763}, DOI = {10.1109/ACCESS.2023.3245570}, abstractNote = {Not Available}, journal = {IEEE Access}, volume = {11}, publisher = {Institute of Electrical and Electronics Engineers}, author = {Papanicolaou, Andrew and Fu, Hao and Krishnamurthy, Prashanth and Khorrami, Farshad}, }