@misc{korangi2024large,
  title={Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks},
  author={Kamesh Korangi and Christophe Mues and Cristián Bravo},
  year={2024},
  eprint={2407.15532},
  archivePrefix={arXiv},
  primaryClass={q-fin.PM},
  url={https://arxiv.org/abs/2407.15532}
}