ngloe/olpsR: Algorithms and functions for On-line Portfolio Selection
Version 0.5

The olpsR package provides different on-line portfolio selection algorithms and functions to deal with the on-line portfolio selection problem. Datasets to test the algorithms are also included.

Getting started

Package details

AuthorNicolas Gloeckner
MaintainerNicolas Gloeckner <[email protected]>
LicenseMIT + file LICENSE
Version0.5
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("ngloe/olpsR")
ngloe/olpsR documentation built on May 23, 2017, 1:57 p.m.