@article{financialdynamicseconomicstate,
  title = {Economic state classification and portfolio optimisation with application to stagflationary environments},
  author = {Nick James and Max Menzies and Kevin Chin},
  year = {2022},
  eprint = {2203.15911},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2203.15911v4},
}