| Name : R-HierPorfolios
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.11
| Date : 2024-06-14 12:10:09
|
| Group : Development/Libraries/Other
| Source RPM : R-HierPorfolios-0.1.0-lp153.1.11.src.rpm
|
| Size : 1.03 MB
| |
| Packager : (none)
| |
| Summary : Hierarchical Clustering-Based Portfolio Allocation Strategies
|
Description :
Machine learning portfolio allocation strategies based on hierarchical
clustering methods. The implemented methods are: Hierarchical risk
parity (De Prado, 2016) < DOI: 10.3905/jpm.2016.42.4.059> and
Hierarchical clustering-based asset allocation (Raffinot, 2017) < DOI:
10.3905/jpm.2018.44.2.089>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
