@article{adeepneuralnetworkalgorithmforlinear,
  title = {A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs},
  author = {Andrew Papanicolaou and Hao Fu and Prashanth Krishnamurthy and Farshad Khorrami},
  year = {2023},
  eprint = {2301.10869},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2301.10869v2},
}