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Konstantinos Benidis
2 packages
On CRAN since Dec 2017 (8 years) · last active 7 years ago
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sparseEigen
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Computation of Sparse Eigenvectors of a Matrix
Design of Portfolio of Stocks to Track an Index
Design of Portfolio of Stocks to Track an Index
Co-authored Packages
2 packages
| Package | Version |
|---|---|
| sparseIndexTracking | 0.1.1 |
| sparseEigen | 0.1.0 |