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shayandavoodii
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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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ClusLog name revision
#40
shayandavoodii
closed
11 months ago
1
Doc-Improvements โจ
#39
shayandavoodii
closed
11 months ago
1
Dir adjustments
#38
shayandavoodii
closed
11 months ago
1
Add PAMR ๐
#37
shayandavoodii
closed
11 months ago
1
Add progressbar for heavy algorithms
#36
shayandavoodii
closed
12 months ago
1
add `kmnlog` ๐
#35
shayandavoodii
closed
12 months ago
1
Add `MER` evaluation metric
#34
shayandavoodii
closed
1 year ago
0
1/N added ๐
#33
shayandavoodii
closed
1 year ago
1
Run from Python Instructions
#32
shayandavoodii
closed
1 year ago
1
Add CW-OGD
#31
shayandavoodii
closed
1 year ago
1
Add MRvol
#30
shayandavoodii
closed
1 year ago
1
Add LOAD
#29
shayandavoodii
closed
1 year ago
1
Add Bแดท
#28
shayandavoodii
closed
1 year ago
1
Add OLMAR
#27
shayandavoodii
closed
1 year ago
1
Fix `ann_sharpe` doc
#26
shayandavoodii
closed
1 year ago
0
Anticor may return weights with very small negative values
#25
shayandavoodii
closed
1 year ago
0
Move `References` of each function to the last.
#24
shayandavoodii
closed
1 year ago
0
Printf dependency got removed https://github.com/shayandavoodii/OnlinePortfolioSelection.jl/issues/20
#23
shayandavoodii
closed
1 year ago
0
Add Anticor
#22
shayandavoodii
closed
1 year ago
1
Turn package name on in the make.jl
#21
shayandavoodii
closed
1 year ago
0
Remove the `Printf` dependency
#20
shayandavoodii
closed
1 year ago
0
Fix the documentation of FL
#19
shayandavoodii
closed
1 year ago
0
Stabilize RPRT
#18
shayandavoodii
closed
1 year ago
1
Fix the header of `normalizer!` in the documentation.
#17
shayandavoodii
closed
1 year ago
0
Utilize PrecompileTools.jl
#16
shayandavoodii
closed
1 year ago
1
Precompile using PrecompileTools
#15
shayandavoodii
closed
1 year ago
1
Documentation's logo provided. โจ
#14
shayandavoodii
closed
1 year ago
1
12 `dricorn` returns an indexing error
#13
shayandavoodii
closed
1 year ago
1
`dricorn` returns an indexing error
#12
shayandavoodii
closed
1 year ago
0
Predictions is performed wrongly.
#11
shayandavoodii
closed
1 year ago
0
Documentation got fixed.
#10
shayandavoodii
closed
1 year ago
1
Remove duplicated `include`s.
#9
shayandavoodii
closed
1 year ago
1
release
#8
shayandavoodii
closed
1 year ago
74
TagBot trigger issue
#7
JuliaTagBot
closed
1 year ago
35
DRICORN-K algorithm
#6
shayandavoodii
closed
1 year ago
0
CORN strategy
#5
shayandavoodii
closed
1 year ago
0
Remove `t==1` as condition
#4
shayandavoodii
closed
1 year ago
0
RPRT added.
#3
shayandavoodii
closed
1 year ago
0
UP added.
#2
shayandavoodii
closed
1 year ago
0
Add CRP
#1
shayandavoodii
closed
1 year ago
0
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