{ "_id": "6ad756640d12c08e591b901b", "Package": "HierPortfolios", "Type": "Package", "Title": "Hierarchical Risk Clustering Portfolio Allocation Strategies", "Version": "1.1.0", "Date": "2026-10-12", "Authors@R": "c(\nperson(given = \"Carlos\", family = \"Trucios\", role = c(\"aut\", \"cre\"), email = \"ctrucios@unicamp.br\", comment = c(ORCID = \"0000-0001-8746-8877\")),\nperson(\"Moon Jun Kwon\", role = \"aut\"),\nperson(\"São Paulo Research Foundation (FAPESP), grants 2022/09122-0, 2025/06131-7 and 2025/08502-2\", role = \"fnd\"),\nperson(\"Programa de Incentivo a Novos Docentes da UNICAMP (PIND), grant 2525/23\", role = \"fnd\"))", "Description": "Machine learning hierarchical risk clustering portfolio\nallocation strategies. The implemented methods are:\nHierarchical risk parity (De Prado, 2016) . Hierarchical clustering-based asset\nallocation (Raffinot, 2017) .\nHierarchical equal risk contribution portfolio (Raffinot, 2018)\n. A Constrained Hierarchical Risk\nParity Algorithm with Cluster-based Capital Allocation\n(Pfitzingera and Katzke, 2019)\n.\nHierarchical Risk Budgeting (Koumou, 2024) .", "License": "GPL-2", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.3.2", "URL": "https://github.com/ctruciosm/HierPortfolios", "BugReports": "https://github.com/ctruciosm/HierPortfolios/issues", "Config/pak/sysreqs": "cmake libgmp3-dev make pkg-config libclang-dev", "Repository": "https://ctruciosm.r-universe.dev", "Date/Publication": "2026-10-12 21:56:54 UTC", "RemoteUrl": "https://github.com/ctruciosm/hierportfolios", "RemoteRef": "HEAD", "RemoteSha": "eace1e86df8c1b7ddc560c62f64442bd776315e0", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-20 11:50:47 UTC", "User": "root" }, "Author": "Carlos Trucios [aut, cre] (ORCID:\n),\nMoon Jun Kwon [aut],\nSão Paulo Research Foundation (FAPESP), grants 2022/09122-0,\n2025/06131-7 and 2025/08502-2 [fnd],\nPrograma de Incentivo a Novos Docentes da UNICAMP 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