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Update README.md
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@YannickKae
YannickKae authored Nov 11, 2023
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Expand Up @@ -38,3 +38,4 @@ The optimal linkage criterion is estimated based on the [agglomerative coefficie
- Risk-affine weighting
- Shrinkage, denoising and detoning possibilities for the dependency matrix
- Further dependency metrics, such as [mutual information](https://en.wikipedia.org/wiki/Mutual_information).
- Possibility to also enter short positions.

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