Releases: cvxgrp/cov_pred_finance
Releases · cvxgrp/cov_pred_finance
support of Python 3.12
What's Changed
- Update pyproject.toml by @tschm in #190
- Bump scipy from 1.12.0 to 1.13.0 by @dependabot in #192
- Bump scikit-learn from 1.4.1.post1 to 1.4.2 by @dependabot in #194
- Bump pandas from 2.2.1 to 2.2.2 by @dependabot in #193
- Bump cvxpy from 1.4.2 to 1.4.3 by @dependabot in #197
- Bump arch from 6.3.0 to 7.0.0 by @dependabot in #198
- Bump statsmodels from 0.14.1 to 0.14.2 by @dependabot in #196
- Bump plotly from 5.20.0 to 5.21.0 by @dependabot in #195
- Bump pytest from 8.1.1 to 8.2.0 by @dependabot in #199
- Bump tqdm from 4.66.2 to 4.66.3 by @dependabot in #202
- Bump plotly from 5.21.0 to 5.22.0 by @dependabot in #203
- Bump cvxpy from 1.4.3 to 1.5.1 by @dependabot in #206
- Bump pre-commit from 3.7.0 to 3.7.1 by @dependabot in #205
- Bump cvxsimulator from 0.9.17 to 0.9.18 by @dependabot in #204
- Bump pytest from 8.2.0 to 8.2.1 by @dependabot in #208
- Bump scipy from 1.13.0 to 1.13.1 by @dependabot in #210
- Bump scikit-learn from 1.4.2 to 1.5.0 by @dependabot in #209
- Bump pytest from 8.2.1 to 8.2.2 by @dependabot in #211
- remove broken homepage link by @tschm in #213
- Update book.yml by @tschm in #214
- Update book.yml (#214) (#216) by @tschm in #217
- cvxpy base by @tschm in #220
Full Changelog: v0.1.4...v0.1.5
Handling NaNs
iterated_ewma now handles NaNs and changing universes of assets. Updated readme file.
Paper version
The version used for experiments in paper.
v0.1.2: Bump plotly from 5.16.1 to 5.17.0 (#113)
Bumps [plotly](https://github.com/plotly/plotly.py) from 5.16.1 to 5.17.0. - [Release notes](https://github.com/plotly/plotly.py/releases) - [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md) - [Commits](https://github.com/plotly/plotly.py/compare/v5.16.1...v5.17.0) --- updated-dependencies: - dependency-name: plotly dependency-type: direct:development update-type: version-update:semver-minor ... Signed-off-by: dependabot[bot] <[email protected]> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
with pre-commit and 100% coverage
Update combination.py (#51) * Update combination.py * precommit combination
with corrected book_url
v0.1.0 fix book url (#48)
with corrected notebook
v0.0.9 fix notebook import (#46)
with corrected index
v0.0.8 Update index.md (#44)
from_sigmas and from_ewma version
Use cvxsimulator to assess performance (#41) * cvxsimulator in * poetry update
only tag
16 revisit comments and remove tqdm (#18) * cleaning code * cleaning code * cleaning code * scipy * scipy * regularization * regularization * test extensions * todo: in iterated ewma * remove thomas.py and introduce center and clip functionality * fixing tests * fixing tests * documentation * documentation * black on experiments * updated experiments * Add files via upload * demo notebook * demo notebook fixed --------- Co-authored-by: Kasper Johansson <[email protected]>