@article{deeplearningforportfoliooptimisation,
  title = {Deep Learning for Portfolio Optimization},
  author = {Zihao Zhang and Stefan Zohren and Stephen Roberts},
  year = {2020},
  eprint = {2005.13665},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2005.13665v3},
}