Selector <- function(data,risk,Cno){
#if(dim(data)[1] > dim(data)[2]*2 ){
# tmp <- data[(dim(data)[1]-dim(data)[2]*2):dim(data)[1], ]
# data <- tmp
#}
# low risk case. sharpe ratio is used as selection criteria
if(risk == "Low"){
results <- Feature.Sharpe(data,Cno)
}
# medium risk case. 1 years momentum is used as selection criteria
if(risk == "Medium"){
results <- Feature.AR(data,Cno)
#results <- Feature.ARMA(data,Cno)
}
# high risk case. 1 year mean of accumulated returns is used as selection criteria
if(risk == "High"){
results <- Feature.LM_risk.adj(data,Cno)
}
return(results)
}
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