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shayandavoodii / OnlinePortfolioSelection.jl

This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.
https://shayandavoodii.github.io/OnlinePortfolioSelection.jl/dev/
MIT License
16 stars 3 forks source link

Precompile using PrecompileTools #15

Closed shayandavoodii closed 1 year ago

shayandavoodii commented 1 year ago

Some of the algorithms are needed to be precompiled in order to enhance the FTTX. The potential algorithms to be precompiled are cornu, cornk, and dricorn due to their heavy algorithms.

shayandavoodii commented 1 year ago

Fixed https://github.com/shayandavoodii/OnlinePortfolioSelection.jl/pull/16