benSepanski/PortfolioSelection: Test and develop portfolio selection algorithms

This is a package used primarily to test and extend the methods discussed in Hao Guan and Zhiyong An's 2019 paper "A local adpative learning system for online portfolio selection" published in the journal Knowledge-Based Systems. This work is done for my semester project in Dr. Greg Hamerly's Machine Learning class CSI 5336 at Baylor University in Spring 2020.

install.packages("remotes")
remotes::install_github("benSepanski/PortfolioSelection")