@article{maximizingportfoliopredictabilitywith,
  title = {Maximizing Portfolio Predictability with Machine Learning},
  author = {Michael Pinelis and David Ruppert},
  year = {2023},
  eprint = {2311.01985},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2311.01985v1},
}