@article{etfportfolioconstructionvianeuralnetwork, title = {ETF Portfolio Construction via Neural Network trained on Financial Statement Data}, author = {Jinho Lee and Sungwoo Park and Jungyu Ahn and Jonghun Kwak}, year = {2022}, eprint = {2207.01187}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2207.01187v1}, }