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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
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Improve docs
#90
shayandavoodii
closed
5 months ago
0
Adopt Vitepress 📄
#89
shayandavoodii
opened
5 months ago
2
Provide tools to test the effectiveness of algs
#88
shayandavoodii
closed
5 months ago
0
upgrade codecov-action to `v4`
#87
shayandavoodii
closed
5 months ago
0
Add SPOLC 🆕
#86
shayandavoodii
closed
5 months ago
1
Add icon to documentation
#85
shayandavoodii
closed
7 months ago
1
Add TCO 🆕
#84
shayandavoodii
closed
5 months ago
1
Modify CORN
#83
shayandavoodii
closed
7 months ago
1
Modify DRICRON
#82
shayandavoodii
closed
7 months ago
1
attempt to access 29-element Vector{Float64} at index [0]
#81
shayandavoodii
closed
7 months ago
1
add MAEG 🆕
#80
shayandavoodii
closed
8 months ago
1
Add WAEG 🆕
#79
shayandavoodii
closed
8 months ago
1
UP refactoring
#78
shayandavoodii
closed
8 months ago
1
Bk refactoring
#77
shayandavoodii
closed
8 months ago
2
Replace CRP by BCRP
#76
shayandavoodii
closed
8 months ago
1
downgrade codecov-action to v3
#75
shayandavoodii
closed
8 months ago
1
RPRT-refac
#74
shayandavoodii
closed
8 months ago
1
AICTR-adjustment
#73
shayandavoodii
closed
8 months ago
0
Refactor CWMR algorithm
#72
shayandavoodii
closed
8 months ago
0
Generalize the term "Cumulative wealth"
#71
shayandavoodii
closed
8 months ago
0
Ci-modification
#70
shayandavoodii
closed
8 months ago
0
Improve-mdd
#69
shayandavoodii
closed
8 months ago
0
[ci.yml] codecov-action got updated to v4
#68
shayandavoodii
closed
8 months ago
0
[ci.yml] Update to `checkout@v4` 🆙
#67
shayandavoodii
closed
8 months ago
1
Upgrade actions/cache to `v4`
#66
shayandavoodii
closed
8 months ago
1
Provide `juliacall` instructions
#65
shayandavoodii
closed
9 months ago
1
Adapt to the latest clustering.jl API
#64
shayandavoodii
closed
9 months ago
1
Fix the `dmr` docstring
#63
shayandavoodii
closed
10 months ago
1
Add new performance measure AT 🆕
#62
shayandavoodii
closed
10 months ago
1
Add SSPO 🆕
#61
shayandavoodii
closed
10 months ago
1
Add RMR 🆕
#60
shayandavoodii
closed
10 months ago
1
eta should be reordered in the DMR's example
#59
shayandavoodii
closed
10 months ago
0
Add DMR 🆕
#58
shayandavoodii
closed
10 months ago
1
Add ONS 🆕
#57
shayandavoodii
closed
10 months ago
1
Add GWR 🆕
#56
shayandavoodii
closed
10 months ago
1
Add TPPT 🆕
#55
shayandavoodii
closed
10 months ago
1
Add IR performance metric 🆕
#54
shayandavoodii
closed
10 months ago
1
Add EGM 🆕
#53
shayandavoodii
closed
11 months ago
1
Add AICTR 🆕
#52
shayandavoodii
closed
11 months ago
1
Add OLDEM 🆕
#51
shayandavoodii
closed
11 months ago
1
Fixes `sn` have been used wrongly in CAEG.jl #49
#50
shayandavoodii
closed
11 months ago
1
`sn` have been used wrongly in CAEG.jl
#49
shayandavoodii
closed
11 months ago
0
Add BAH(OLMAR) 🆕
#48
shayandavoodii
closed
11 months ago
1
Adjust-OLMAR
#47
shayandavoodii
closed
11 months ago
1
add `positify` 🆕
#46
shayandavoodii
closed
11 months ago
1
Add CAEG 🆕
#45
shayandavoodii
closed
11 months ago
1
Add CWMR 🆕
#44
shayandavoodii
closed
11 months ago
1
Documenter citations
#43
shayandavoodii
closed
11 months ago
1
Add PPT algorithm
#42
shayandavoodii
closed
11 months ago
1
`load` now only returns `OPSAlgorithm` 🔧
#41
shayandavoodii
closed
11 months ago
1
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