andreevnick robust-financial-portfolio-management-framework issues

andreevnick / robust-financial-portfolio-management-framework

Robust framework for derivative pricing and portfolio evaluation

Apache License 2.0

4 stars 3 forks source link

issues

Newest

Newest Most commented Recently updated Oldest Least commented Least recently updated

disable recursion in `minksum_points/minkprod_points`

#24 sth-strange closed 2 months ago
1
optimize points merge

#23 sth-strange closed 1 month ago
2
Switch linprog method to highs

#22 sth-strange closed 2 months ago
1
Add disclaimer for numerical complexity

#21 doctormee opened 3 years ago
0
Add support for many points in starting_price

#20 doctormee opened 3 years ago
0
Return border equation / ability to project border points of SetHandler

#19 doctormee opened 3 years ago
0
Improvements

#18 doctormee closed 3 years ago
0
Remove Problem-Solver link

#17 doctormee closed 3 years ago
0
Add MDAFDynamics

#16 doctormee closed 3 years ago
0
Speed up with sets

#15 doctormee opened 3 years ago
0
initial commit of pygl

#14 andreevnick closed 3 years ago
0
Payoff dependent on time

#13 doctormee opened 3 years ago
0
New class structure

#12 doctormee closed 3 years ago
0
Add support for multiple types of Lattices.

#11 doctormee opened 3 years ago
0
Add dimension check to Problem

#10 Darky1 closed 3 years ago
0
Rename grid to lattice

#9 doctormee closed 3 years ago
0
Refactor class structure

#8 doctormee closed 3 years ago
7
Estimation of structural stability threshold

#7 doctormee opened 3 years ago
0
Time-dependent price sets

#6 doctormee closed 3 years ago
0
Time-dependent trading constraints

#5 doctormee closed 3 years ago
3
Estimate precision

#4 doctormee opened 3 years ago
2
Add arbitrage checks

#3 doctormee opened 3 years ago
1
'Marketing' readme / description:

#2 doctormee opened 3 years ago
0
Docstrings and refactoring

#1 doctormee closed 3 years ago
3