Files in lamfo-unb/KernelPCA
What the package does (short line)

.Rbuildignore
.gitignore
Artigos/1 LalouxPCA.pdf Artigos/10 Portfolio Optimization and the Random Magnet Problem.pdf Artigos/11 Random Matrix Theory and Fund of Funds Portfolio Optmisation.pdf Artigos/12 Portfolio Risk in Multiple Frequencies.pdf Artigos/13 On The Realizes Risk of High Dimensional Markovitz Portfolios.pdf Artigos/14 Do high frequency data improve high dimensional portfolio allocations.pdf Artigos/15 Optimal Liquidation Strategies Regularize Portfolio Selection.pdf Artigos/16 On the non-stationarity of financial time series - impact on optimal portfolio selection.pdf Artigos/17 Regularizing Portfolio Optimization.pdf Artigos/18 Random matrix theory filters and currency portfolio optimisation.pdf Artigos/19 Portfolio Selection Using Tikhonov Filtering to Estimate the Covariance Matrix.pdf Artigos/2 Financial Applications of Random Matrix Theory.pdf Artigos/20 A Robust Statistics Approach to Minimum Variance Portfolio Optmization.pdf Artigos/21 Portfolio Optimization under Expected Shortfall - Contour Maps of Estimation Error.pdf Artigos/22 Theory.of.financial.risks..from.statistical.physics.to.risk.management._J.-P.Bouchaud_.M.Potters_2000_CUP_.pdf Artigos/23 Estimating High Dimensional Covariance Matrices and its.pdf Artigos/24 Correlation of financial markets in times of crisis.pdf Artigos/25 Cluster analysis for portfolio optimization.pdf Artigos/26 Network analysis of a financial market based on genuine correlation and.pdf Artigos/27 Cross-correlation dynamics in financial time series.pdf Artigos/28 Random matrix theory and fund of funds portfolio optimisation.pdf Artigos/29 Rando matrix Theory.pdf Artigos/3 Cluster Analysis for Portfolio Optimization.pdf Artigos/30 Kernel Hebbian Algorithm for.pdf Artigos/31 Iterative Kernel Principal Component.pdf Artigos/32 Online Kernel Principal Component Analysis.pdf Artigos/33 Correlation of financial markets in times of crisis.pdf Artigos/35 Performance Hypothesis Testing with the Sharpe.pdf Artigos/36 Pseudo-Mathematics and Financial.pdf Artigos/37 THE SHARPE RATIO EFFICIENT FRONTIER.pdf Artigos/38 THE DEFLATED SHARPE RATIO.pdf Artigos/4 Noisy Covariance Matrices and Portfolio Optimization II.pdf Artigos/5 Financial Applications of Random Matrix Theory a short review.pdf Artigos/6 Randomly Generating Portfolio Selection Covariance Matrices with Specified Distribution Characteristics.pdf Artigos/7 Noise sensitivity of portfolio selection under various risk measures.pdf Artigos/8 Random Matrix Theory for Portfolio Optmization A Stability Approach.pdf Artigos/9 Estimated Correlation Matrices and Portfolio Optimization.pdf
Artigos/[Equipe Kernel] Base de Artigos.xlsx
Artigos/boser1992.pdf Artigos/laloux1999.pdf Artigos/sharifi2004.pdf
DESCRIPTION
KernelPCA.Rproj
NAMESPACE
R/KernelPCA-internal.R README.md
data/NASDAQ.csv
data/SP.csv
data/base.xlsx
data/nasdaq.rds
eigen.pdf program/program01.R program/program02.R
lamfo-unb/KernelPCA documentation built on March 21, 2018, 5:05 a.m.