markowitz-portfolio

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luca590 / High-Dimensional-Statistics

PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing

r pca imputation ising-model factor-analysis hypothesis-testing gaussian-graphical-models covariance-estimation markowitz-portfolio dimensional-statistics

Updated Nov 6, 2021
R

JoaoVictorMagalhaesSouza / ANIN

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[✔️APROVADO EM REVISTA INTERNACIONAL] Ambiente de Análise de Investimentos - Um ambiente que provê soluções Data Driven para criar análises inteligentes de ações da BOVESPA.

python data-science machine-learning google-cloud r-language investment markowitz-portfolio

Updated Aug 29, 2022
R

rena95 / portfolio_selection

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Here a Shiny app (still in beta version) which may be used for strategic (long term) asset allocation. The app returns the efficient portfolios among a set of possible investment choices. It is based on portfolio theory of Markowitz

portfolio finance r shiny-apps shinydashboard markowitz-portfolio shiny-r

Updated Feb 26, 2021
R

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