@article{machinelearningandfactorbasedportfolio,
  title = {Machine Learning and Factor-Based Portfolio Optimization},
  author = {Thomas Conlon and John Cotter and Iason Kynigakis},
  year = {2021},
  eprint = {2107.13866},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2107.13866v1},
}