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IID example (#67)
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jankrepl committed Jul 7, 2020
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Expand Up @@ -233,6 +233,7 @@ idea is to group assets into :code:`n_clusters` different clusters and use :code
them. In the second step, we compute asset allocation across these :code:`n_clusters` new portfolios. Note that
the clustering is currently done via the :code:`KMeans` layer (see :ref:`kmeans`).

.. _layers_numericalmarkowitz:

NumericalMarkowitz
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