Statistical-Learning-based-Portfolio-Optimization
Portfolio optimizer
An R Shiny application implementing a portfolio optimization method
This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).
13 stars
1 watching
1 forks
Language: R
last commit: over 2 years agoLinked from 1 awesome list
appasset-allocationfinancehierarchical-clusteringinvestingmachine-learningportfolio-optimizationquantitative-financeshiny
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