shayandavoodii/OnlinePortfolioSelection.jl: v2.12.0

OnlinePortfolioSelection v2.12.0

Diff since v2.11.0

🔥 Two new algorithms implemented:

• Short-term portfolio optimization with loss control (SPOLC))
• Transaction Cost Optimization (TCO))

🔍 Two new evaluation metrics added 📄 Minor documentation improvements

Bumped to v2.12.0

Merged pull requests:

• Add TCO 🆕 (#84) (@shayandavoodii)
• Add icon to documentation (#85) (@shayandavoodii)
• Add SPOLC 🆕 (#86) (@shayandavoodii)
• upgrade codecov-action to v4 (#87) (@shayandavoodii)
• Provide tools to test the effectiveness of algs (#88) (@shayandavoodii)
• Improve docs (#90) (@shayandavoodii)