Man pages for Reckziegel/uncorbets
Uncorrelated Bets via Minimum Torsion Algorithm

effective_betsEffective Number of Bets
is_col_namedTest if an object has is named
is_quadraticTest if an object is quadratic
max_effective_betsRisk-Diversification powered by the Minimum Torsion Algorithm
sqrtmMATLAB 'sqrtm' functionality
torsionComputes the Minimum Torsion Matrix
Reckziegel/uncorbets documentation built on March 6, 2024, 2:22 p.m.