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Commits on Oct 4, 2017

• Update README.md

  nmchaves

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• Update README.md

  nmchaves

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Commits on Dec 10, 2016

• Update README.md

  nmchaves

  authored
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• Add figures and report

  nmchaves

  committed
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• Update README.md

  nmchaves

  authored
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Commits on Jun 9, 2016

• Added notebook with images summarizing results from Spring 2016.

  nmchaves

  committed
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Commits on May 31, 2016

• Fixed markowitz

  

  Dominic Delgado

  authored and

  Dominic Delgado

  committed
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• Still doesn't work

  

  Dominic Delgado

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  Dominic Delgado

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• Re-adding test_portfolio

  

  Dominic Delgado

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  Dominic Delgado

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• Results for training RMR, which can be used for initialization on test set.

  nmchaves

  committed
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• Merge branch 'master' of https://github.com/Nico-Chaves/EE378_Code

  

  Dominic Delgado

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  Dominic Delgado

  committed
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• Including all experts for test

  

  Dominic Delgado

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  Dominic Delgado

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• Mock training results for ucrp, olmar.

  nmchaves

  committed
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• Results of training UCRP on full training set (for initialization on test set).

  nmchaves

  committed
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• Results of training OLMAR w/tune_interval=20 on full training set (for initialization on test set).

  nmchaves

  committed
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• Merge branch 'master' of https://github.com/Nico-Chaves/EE378_Code

  

  Dominic Delgado

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  Dominic Delgado

  committed
  cea085e

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• Fixed tuning bug.

  nmchaves

  committed
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• Created stock history mat file for warm start on test

  

  Dominic Delgado

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  Dominic Delgado

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• Merge remote-tracking branch 'origin/master'

  nmchaves

  committed
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• Now saves final portfolio allocation to output file, along with the history of allocations.

  nmchaves

  committed
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• Fixed saving in Markowitz. Computed state and hyperparameters

  

  Dominic Delgado

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  Dominic Delgado

  committed
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• Updated ipython notebook for running on test set.

  nmchaves

  committed
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• Continuing to update labels

  

  Dominic Delgado

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  Dominic Delgado

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• Merge branch 'master' of https://github.com/Nico-Chaves/EE378_Code

  

  Dominic Delgado

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  Dominic Delgado

  committed
  1b2d3f5

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• Changed labels

  

  Dominic Delgado

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  Dominic Delgado

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  8d235fe

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• Changed loading of MATLAB data to use 'test' prefix.

  nmchaves

  committed
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• Updated ipynb

  

  Dominic Delgado

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  Dominic Delgado

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• Updated ipynb

  

  Dominic Delgado

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  Dominic Delgado

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  fd9ab24

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• Merge branch 'master' of https://github.com/Nico-Chaves/EE378_Code

  

  Dominic Delgado

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  Dominic Delgado

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• Created train-test split from portfolio.mat

  

  Dominic Delgado

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  Dominic Delgado

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• Added ability to use training data to warm start on test set.

  nmchaves

  committed
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• Merge remote-tracking branch 'origin/master'

  nmchaves

  committed
  e7fff81

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• Updated interface to include option for training data.

  nmchaves

  committed
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• Updated markowitz to match current portfolio class

  

  Dominic Delgado

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  Dominic Delgado

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Commits on May 30, 2016

• Now it's really the right one

  

  Dominic Delgado

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  Dominic Delgado

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