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Yachen Yan

https://www.github.com/yanyachen

Author or maintainer of the following packages:

FinCovRegularization

Estimation and regularization for covariance matrix of asset returns. For covariance matrix estimati...
MLmetrics

A collection of evaluation metrics, including loss, score and utility functions, that measure regres...

Impact Percentile

55

Number of Packages

2

Package Downloads

21,552

Citations

0

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