Released Software

  1. The AlphaRob code for constructing portfolios with high out-of-sample Sharpe ratios
  2. The ROLIN code for robust linear classification from limited training data
  3. The CrossAssociations/AutoPart package for automatically grouping nodes in a large graph
  4. The NetMine package for extracting patterns from large graphs
  5. The F4 non-linear time series forecasting package