[Returnanalytics-commits] r2203 - pkg/PerformanceAnalytics/sandbox/Meucci/demo
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jul 25 09:03:07 CEST 2012
Author: mkshah
Date: 2012-07-25 09:03:07 +0200 (Wed, 25 Jul 2012)
New Revision: 2203
Modified:
pkg/PerformanceAnalytics/sandbox/Meucci/demo/00index
Log:
Correcting demo name
Modified: pkg/PerformanceAnalytics/sandbox/Meucci/demo/00index
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Meucci/demo/00index 2012-07-25 07:01:16 UTC (rev 2202)
+++ pkg/PerformanceAnalytics/sandbox/Meucci/demo/00index 2012-07-25 07:03:07 UTC (rev 2203)
@@ -1,7 +1,7 @@
AnalyticalvsNumerical This example script compares the numerical and the analytical solution of entropy-pooling
ButterflyTrading This example script performs the butterfly-trading case study for the Entropy-Pooling approach by Attilio Meucci
DetectOutliersviaMVE This example script detects outliers in two-asset and multi-asset case
-FullyFlexibleBayesNet This case study uses Entropy Pooling to compute Fully Flexible Bayesian networks for risk management
+FullyFlexibleBayesNets This case study uses Entropy Pooling to compute Fully Flexible Bayesian networks for risk management
HermiteGrid_CaseStudy This script estimates the prior of a hedge fund return and processes extreme views on CVaR according to Entropy Pooling
HermiteGrid_CVaR_Recursion This script illustrates the discrete Newton recursion to process views on CVaR according to Entropy Pooling
HermiteGrid_demo This script compares the performance of plain Monte Carlo versus grid in applying Entropy Pooling to process extreme views
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