Softwares

To promote reproducible research, codes of some research works are provided in Open Source.

1. Regularized Portfolios – Large-Scale Regularized Portfolio Design | GitHub
   

2. RRRR – Robust Reduced-Rank Regression (RRRR) with Streaming Data | GitHub | CRAN
   

3. SRRR – Sparse Reduced-Rank Regression (SRRR) | GitHub