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03_21_2019.txt
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42 lines (35 loc) · 1.47 KB
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Features:
- Normal Sample Cohort Correlation Covariance (1)
- Label Covariance Latent State Mean (2, 3)
- Label Covariance Latent State Volatility (4, 5)
- Normal Sample Cohort Reduce #1 (6, 7)
- Normal Sample Cohort Reduce #2 (8, 9)
- Normal Sample Cohort Reduce #3 (10, 11)
- Normal Sample Cohort Terminal Horizon (12)
- Normal Sample Cohort Reduce #4 (13, 14)
- Normal Sample Cohort Reduce #5 (15, 16)
- Labeled R^d State Vertex Shell (17, 18)
- Labeled R^d State Vertex Index (19)
- Labeled R^d State Vertex Values (20)
- Label R^d Vertex Constructor Annotation (21, 22, 23)
- Measure Stochastic Label Base Shell (24)
- Measure Stochastic Label Base List (25)
- Label Base Constructor and Annotation (26, 27, 28)
- Labeled R^d State Vertex Inheritance (29, 30)
- Labeled R^d State Vertex R^1 (31, 32)
- Measure Stochastic Label Correlation Clean (33, 34)
- Normal Sample Cohort Reduce #6 (35, 36)
- Normal Sample Cohort Reduce #7 (37, 38)
- Normal Sample Cohort Constructor Annotation (39, 40, 41)
- AD Correlation Backtesting 7a #1 (43, 44)
- AD Correlation Backtesting 7a #2 (45, 46)
- AD Correlation Backtesting 7a #3 (47, 48)
- AD Correlation Backtesting 7a #4 (49, 50)
- AD Correlation Backtesting 7a #5 (51, 52)
- AD Correlation Backtesting 7a #6 (53, 54)
- AD Correlation Backtesting 7a #7 (55, 56)
- AD Correlation Backtesting 7a #8 (57, 58)
- AD Correlation Backtesting 7a #9 (59, 60)
Bug Fixes/Clean-up:
- Anfuso, Karyampas, and Nawroth 2017 (42)
Samples: