Releases: cvxgrp/cov_pred_finance
Releases · cvxgrp/cov_pred_finance
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]>
Kasper's attempt
v0.0.5 Update pyproject.toml
4th attempt
v0.0.4 Update pyproject.toml