@article{machinelearningoptimizationalgorithms,
  title = {Machine Learning Optimization Algorithms & Portfolio Allocation},
  author = {Sarah Perrin and Thierry Roncalli},
  year = {2019},
  eprint = {1909.10233},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1909.10233v1},
}