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.
Package details |
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Author | Nicolas Gloeckner |
Maintainer | Nicolas Gloeckner <ngl@gmx.net> |
License | MIT + file LICENSE |
Version | 0.5 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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