Files in FinYang/stocon
Portfolio selection in a Stochastic control setting
.Rbuildignore
.gitignore
DESCRIPTION
LICENSE.md
NAMESPACE
R/EM.R
R/OCPA.R
R/OCPA_analytical.R
R/RcppExports.R
R/additional_weights.R
R/bound.R
R/bound_ana.R
R/evaluation.R
R/simulation.R
R/stocon-package.R
R/utility.R
R/weights.R
README.md
README.rmd
_pkgdown.yml
data-raw/Russell_Top_200_equity.csv
data-raw/path_3s.csv
data-raw/path_raw.csv
data-raw/path_raw_e5.csv
data-raw/path_raw_e55.csv
data-raw/path_raw_u01.csv
data-raw/russell-200.csv
data-raw/sp-500.csv
docs/404.html
docs/LICENSE.html
docs/authors.html
docs/docsearch.css
docs/docsearch.js
docs/extra.css
docs/index.html
docs/link.svg
docs/pkgdown.css
docs/pkgdown.js
docs/pkgdown.yml
docs/reference/EM.html
docs/reference/beta_function.html
docs/reference/c_function.html
docs/reference/index.html
docs/reference/lasso_weights.html
docs/reference/optim_dynam.html
docs/reference/power_u.html
docs/reference/qp_weights.html
docs/reference/qp_weights_do.html
docs/reference/round_EM.html
docs/reference/sim_simple.html
docs/reference/value_func.html
docs/reference/value_varmean.html
docs/reference/weights_lasso.html
docs/reference/weights_lm.html
man/EM.Rd
man/beta_function.Rd
man/c_function.Rd
man/power_u.Rd
man/qp_weights_do.Rd
man/round_EM.Rd
man/sim_simple.Rd
man/value_varmean.Rd
man/weights_lasso.Rd
man/weights_lm.Rd
pkgdown/extra.css
src/.gitignore
src/RcppExports.cpp
src/bound.cpp
stocon.Rproj
