@article{bibcite_56,
  author = {John Mulvey and Yifan Sun and Mengdi Wang and Jing Ye},
  title = {Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network},
  year = {2020},
  journal = {Quantitative Finance},
  volume = {20},
  number = {8},
  pages = {1239{\textendash}1261},
  publisher = {Taylor \& Francis},
}