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does not seem to handle multiple scenarios. Not sure what the dimension of I should be for multiple scenarios case. Should be it S x N-1, where S is number of scenarios and N is number of assets in the portfolio?
The text was updated successfully, but these errors were encountered:
The line https://github.com/edouardberthe/ADPPortfolioSelection/blob/4dbbb474c166eb7bc862967d3580ef49244fb5d1/adp/ladp/inspection.py#L56
does not seem to handle multiple scenarios. Not sure what the dimension of I should be for multiple scenarios case. Should be it S x N-1, where S is number of scenarios and N is number of assets in the portfolio?
The text was updated successfully, but these errors were encountered: