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Update README.md
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Sinbad-The-Sailor committed Feb 25, 2024
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Expand Up @@ -53,14 +53,13 @@ $$

$$
\begin{align*}
\text{max} \quad & \sum_{t=0}^{T-1} \Big (\sum_{a \in A} \big ( \mathbb{E}[R_{ta} | \cal{F}_t]w_{ta} - \gamma \sum_{b \in A}w_{ta}w_{tb}\Sigma_{ab} + \kappa_a (w_{ta} - w_{t-1,a})^2 \big ) \Big)\\
\text{max} \quad & \sum_{t=0}^{T-1} \Big (\sum_{a \in A} \big ( \mathbb{E}[R_{ta} | F_t]w_{ta} - \gamma \sum_{b \in A}w_{ta}w_{tb}\Sigma_{ab} + \kappa_a (w_{ta} - w_{t-1,a})^2 \big ) \Big)\\
\text{s.t} \quad & \sum_{a \in A} w_{ta} = \alpha, \quad \forall t \in \{1,\ldots, T \}\\
& l_{ta} \leq w_{ta} \leq u_{ta}, \quad \forall t \in \{1,\ldots T\}, ~ \forall a\in A \\
& w_{0a} = \text{inital weight} \quad \forall a \in A \\
\end{align*}
$$


### **Forecasting**

##### **Equity Model**
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