insert.at

This function inserts specified values at given positions in a vector.

Portfolio optimization is achieved through a combination of regularization techniques and ensemble methods that are designed to generate stable out-of-sample return predictions, particularly in the presence of strong correlations among assets. The package includes functions for data preparation, parallel processing, and portfolio analysis using methods such as Mean-Variance, James-Stein, LASSO, Ridge Regression, and Equal Weighting. It also provides visualization tools and performance metrics, such as the Sharpe ratio, volatility, and maximum drawdown, to assess the results.

Bonsoo Koo

Regularization Ensemble for Robust Portfolio Optimization

Hardik Dixit

Shijia Wang

Cash Looi

Hong Wang

insert.at function

<dl><dt>a</dt>
<dd>A vector.</dd>
<dt>pos</dt>
<dd>A numeric vector specifying the positions to insert the values.</dd>
<dt>...</dt>
<dd>Values to be inserted at the specified positions.</dd></dl>

Arguments

Insert Values at Specified Positions in a Vector — insert.at

<dl>

<dt>a</dt>
<dd>A vector.</dd>


<dt>pos</dt>
<dd>A numeric vector specifying the positions to insert the values.</dd>


<dt>...</dt>
<dd>Values to be inserted at the specified positions.</dd>

</dl>

insert.at: Insert Values at Specified Positions in a Vector

Description

Usage

Value

Arguments