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Hello
I want to calculate a Markowitz portfolio while using exponentially-weighted mean and covariance.
Since I wanted to use alpha rather than span, I wrote:
`alpha = 0.3`
`span_alpha = (2/alp…
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## Description
I've found that doing a query I'm forced to pick a [column] aggregate measure. I need a covariance matrix and the only way to get that is to query the array of columns/rows and …
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**Data product requested (stratum CPUE, etc.)**:
CPUE by tow
**Species**:
All
**Region** (GOA, AI, Bering Sea):
All
**Research team making the request** (PI /requester name, and tag team member…
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in DEV2 running Intel OneAPI 64 Environment Windows11 x64
If i try to use UMFPACK lib that use with BLAS int32 MKL Intel_LP64 the umf4hb.exe will had error in Win64.
but the umf4hb64.exe no error…
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Hi Manuel,
I was working on the meta irace tuning project and I encountered this bug. Since I was not sure if my code in `iracepy` was buggy, I reproduced the bug with the development version of ir…
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Hello,
While reading the documentation for mean-variance optimization, I discovered that `efficient_return()` is used to 'Calculate the 'Markowitz portfolio,' minimizing volatility for a given goal …
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Hi,
I work with a lot of ChIP-seq data and often need to plot patterns across a chromosome for publication purposes. Unfortunately, the bigwig files I am working with often have additional chromoso…
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貼吧活動:(請查閱 [SARS-CoV-2 Timeline by 2020.02.21](https://github.com/agorahub/_meta/blob/agoran/theagora/sari/Memorandum_2020-02-21_SARS-CoV-2-Timeline_Nathan.pdf?raw=true), by Nathan :cloud: )
- Colla…
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|------------------|-----------------|
|Previous ID | SR-3856 |
|Radar | None |
|Original Reporter | maury.markowi…
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|------------------|-----------------|
|Previous ID | SR-3851 |
|Radar | rdar://problem/30361929 |
|Original Repor…