To cite package ‘REN’ in publications use:

Dixit H, Wang S, Koo B, Looi C, Wang H (2024). REN: Regularization Ensemble for Robust Portfolio Optimization. R package version 0.1.0, https://github.com/bonsook/ren.

Corresponding BibTeX entry:

  @Manual{,
    title = {REN: Regularization Ensemble for Robust Portfolio
      Optimization},
    author = {Hardik Dixit and Shijia Wang and Bonsoo Koo and Cash Looi
      and Hong Wang},
    year = {2024},
    note = {R package version 0.1.0},
    url = {https://github.com/bonsook/ren},
  }