@article {10250899,
	title = {Neural Networks for Portfolio Analysis in High-Frequency Trading},
	journal = {IEEE Transactions on Neural Networks and Learning Systems},
	year = {2023},
	pages = {1-10},
	doi = {10.1109/TNNLS.2023.3311169},
	author = {Cao, Xinwei and Peng, Chen and Zheng, Yuhua and Shuai Li and Ha, Tran Thu and Shutyaev, Victor and Vasilios N. Katsikis and Stanimirovic, Predrag}
}
