Volodymyr Chernat
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Volodymyr Chernat
Why not add a general ARFIMA(p,q) model just as it is done in rugrach in R?
Maybe this line is wrong ? https://github.com/edouardberthe/ADPPortfolioSelection/blob/4dbbb474c166eb7bc862967d3580ef49244fb5d1/adp/ladp/updater.py#L37 GaussianGenerator.generate() seems to require number of scenarios S and yet in the line above it is called without any parameters