@article{portfoliooptimizationforcointelatedpairs,
  title = {Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning},
  author = {Babak Mahdavi-Damghani and Konul Mustafayeva and Stephen Roberts and Cristin Buescu},
  year = {2018},
  eprint = {1812.10183},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1812.10183v2},
}