@article{optimizingsparsemeanrevertingportfolio,
  title = {Optimizing Sparse Mean-Reverting Portfolio},
  author = {Sung Min Yoon},
  year = {2024},
  eprint = {2406.17155},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2406.17155v1},
}