Universal log-optimal portfolios: Project Home – R-Forge

Provide implementation of universal log-optimal portfolio algorithms in the tradition started by Thomas Cover in "Universal Portfolios".

• Development Status : 3 - Alpha
• Intended Audience : Developers
• Intended Audience : End Users/Desktop
• License : OSI Approved : GNU General Public License (GPL)
• Natural Language : English
• Operating System : OS Independent
• Programming Language : R
• Topic : Finance

Registered: 2010-10-26 02:55
Activity Ranking: 0
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