The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

To cite 'sparseIndexTracking' in publications, please use:

Benidis K, Palomar DP (2019). sparseIndexTracking: Design of Portfolio of Stocks to Track an Index. R package version 0.1.1, https://CRAN.R-project.org/package=sparseIndexTracking.

Benidis K, Feng Y, Palomar DP (2018). “Sparse Portfolios for High-Dimensional Financial Index Tracking.” IEEE Transactions on Signal Processing, 66(1), 155–170. https://doi.org/10.1109/TSP.2017.2762286.

Corresponding BibTeX entries: 

  @Manual{,
    title = {sparseIndexTracking: Design of Portfolio of Stocks to
      Track an Index},
    author = {K. Benidis and D. P. Palomar},
    note = {R package version 0.1.1},
    year = {2019},
    url = {https://CRAN.R-project.org/package=sparseIndexTracking},
  }

  @Article{,
    title = {Sparse Portfolios for High-Dimensional Financial Index
      Tracking},
    author = {K. Benidis and Y. Feng and D. P. Palomar},
    journal = {IEEE Transactions on Signal Processing},
    volume = {66},
    number = {1},
    pages = {155--170},
    year = {2018},
    url = {https://doi.org/10.1109/TSP.2017.2762286},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.