@article{machinelearningclassificationmethodsand,
  title = {Machine Learning Classification Methods and Portfolio Allocation: An Examination of Market Efficiency},
  author = {Yang Bai and Kuntara Pukthuanthong},
  year = {2021},
  eprint = {2108.02283},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2108.02283v1},
}