Category: R Blog

ArCo in the R Journal

The (Artificial Counterfactual) ArCo package is now fully described in a paper in the R Journal (click here). There you can find details about the model, examples and applications on...continue reading.

Parametric Portfolio Policies

By Gabriel Vasconcelos Overview There are several ways to do portfolio optimization out there, each with its advantages and disadvantages. We already discussed some techniques here. Today I am going...continue reading.

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