@article{stochasticportfoliotheoryamachine,
  title = {Stochastic Portfolio Theory: A Machine Learning Perspective},
  author = {Yves-Laurent Kom Samo and Alexander Vervuurt},
  year = {2016},
  eprint = {1605.02654},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1605.02654v1},
}