From ca5ea36e8b551ad9f64280e1e3ca0ebbc11af46a Mon Sep 17 00:00:00 2001 From: Shayan Davoodi <52105833+shayandavoodii@users.noreply.github.com> Date: Fri, 8 Mar 2024 21:53:03 +0330 Subject: [PATCH] =?UTF-8?q?[SPOLC.jl]=20Minor=20docstring=20enhancement=20?= =?UTF-8?q?=F0=9F=94=A7?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- src/Algos/SPOLC.jl | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/src/Algos/SPOLC.jl b/src/Algos/SPOLC.jl index e7cb8fb6..5b853d9e 100644 --- a/src/Algos/SPOLC.jl +++ b/src/Algos/SPOLC.jl @@ -6,7 +6,8 @@ optimization (SPOLC). # Arguments - `x::AbstractMatrix`: Matrix of relative prices. -- `𝛾::AbstractFloat`: Constraint parameter. +- `𝛾::AbstractFloat`: Mixing parameter that trades off between the increasing factor \ + and the risk. - `w::Integer`: Window size. !!! warning "Beware!"