zatonovo/tawny zatonovo/tawny

  • Stars
    star
    12
  • Rank 1,544,509 (Top 32 %)
  • Language
    R
  • Created over 12 years ago
  • Updated about 6 years ago
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zatonovo/tawny
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Repository Details

Covariance estimation and portfolio optimization using random matrix theory and shrinkage techniques

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