Precise Package Documentation
Instructions for:
- Online covariance forcasting.
- The use of managers for online portfolio construction.
- The computation of portfolios from known covariance.
More specific examples:
Of note
- We’ve had some m6 success!
- Related literature.
- This is a piece of the microprediction project aimed at creating millions of autonomous critters to distribute AI cheaply, as per the book. The uses include mixtures of experts models for time-series analysis, buried in timemachines somewhere.
- It would be lovely if you cite.
