Man pages for estsyawo/bayesprdopt
Bayesian Prediction and portfolio optimization

baysnregBayesian Normal Regression
ceHARACertainty equivalent from HARA class
CostfnTrading cost function
expHARAExpected HARA utility
getprobsGet density values
IndepMHgenA Generic Independence Metropolis-Hastings Algorithm
modslctModel Selection
optuGenerate distribution of decision parameters
parlplyParallel compute
parsplyParallel compute
predbregBayesian Normal Regression
predbregbsBayesian predictive distribution with best subset selection
predbregspcBayesian predictive distribution with supervised principal...
predistGet predictive distribution
sfeatSignificant feature selection
stochdomStochastic Dominance
supcSupervised principal component
testSRProbability value of Sharpe Ratio
W1Distribution of Portfolio wealth
estsyawo/bayesprdopt documentation built on March 24, 2018, 9:18 a.m.