Skip to content

Releases: cvxgrp/cov_pred_finance

support of Python 3.12

16 Jun 12:23
Compare
Choose a tag to compare

What's Changed

Full Changelog: v0.1.4...v0.1.5

Handling NaNs

26 Mar 00:00
2f0ed1f
Compare
Choose a tag to compare

iterated_ewma now handles NaNs and changing universes of assets. Updated readme file.

Paper version

25 Mar 12:20
d478e54
Compare
Choose a tag to compare

The version used for experiments in paper.

v0.1.2: Bump plotly from 5.16.1 to 5.17.0 (#113)

18 Sep 21:58
2531b0f
Compare
Choose a tag to compare
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

02 Jun 19:03
fac907c
Compare
Choose a tag to compare
Update combination.py (#51)

* Update combination.py

* precommit combination

with corrected book_url

02 Jun 04:44
af5d2b4
Compare
Choose a tag to compare
v0.1.0

fix book url (#48)

with corrected notebook

02 Jun 04:09
1f54297
Compare
Choose a tag to compare
v0.0.9

fix notebook import (#46)

with corrected index

02 Jun 03:57
94598c2
Compare
Choose a tag to compare
v0.0.8

Update index.md (#44)

from_sigmas and from_ewma version

02 Jun 01:04
9566769
Compare
Choose a tag to compare
Use cvxsimulator to assess performance (#41)

* cvxsimulator in

* poetry update

only tag

29 May 21:26
a1fb0eb
Compare
Choose a tag to compare
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]>