%0 Journal Article %1 journals/access/PapanicolaouFKK23 %A Papanicolaou, Andrew %A Fu, Hao %A Krishnamurthy, Prashanth %A Khorrami, Farshad %D 2023 %J IEEE Access %K dblp %P 16774-16792 %T A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs. %U http://dblp.uni-trier.de/db/journals/access/access11.html#PapanicolaouFKK23 %V 11

@article{journals/access/PapanicolaouFKK23, added-at = {2023-03-11T00:00:00.000+0100}, author = {Papanicolaou, Andrew and Fu, Hao and Krishnamurthy, Prashanth and Khorrami, Farshad}, biburl = {https://www.bibsonomy.org/bibtex/23cbd88c8b2fde8af3668c0fbfb4afd77/dblp}, ee = {https://doi.org/10.1109/ACCESS.2023.3245570}, interhash = {5d9b76734b2b4fb12b0cff62c6257ab6}, intrahash = {3cbd88c8b2fde8af3668c0fbfb4afd77}, journal = {IEEE Access}, keywords = {dblp}, pages = {16774-16792}, timestamp = {2024-04-08T13:46:12.000+0200}, title = {A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs.}, url = {http://dblp.uni-trier.de/db/journals/access/access11.html#PapanicolaouFKK23}, volume = 11, year = 2023 }