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cvxgrp
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cov_pred_finance
Apache License 2.0
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Update pyproject.toml
#190
tschm
closed
6 months ago
1
Bump pre-commit from 3.6.2 to 3.7.0
#189
dependabot[bot]
closed
6 months ago
1
Bump pytest-cov from 4.1.0 to 5.0.0
#188
dependabot[bot]
closed
6 months ago
1
Bump cvxsimulator from 0.9.16 to 0.9.17
#187
dependabot[bot]
closed
6 months ago
0
Bump plotly from 5.19.0 to 5.20.0
#186
dependabot[bot]
closed
7 months ago
1
Fix PSD projection (can occur with nans)
#185
kasperjo
opened
7 months ago
0
Bump pytest from 8.1.0 to 8.1.1
#184
dependabot[bot]
closed
7 months ago
1
Playground
#183
kasperjo
opened
7 months ago
0
Bump pytest from 8.0.2 to 8.1.0
#182
dependabot[bot]
closed
7 months ago
1
Bump cvxsimulator from 0.9.15 to 0.9.16
#181
dependabot[bot]
closed
7 months ago
1
Handling NaNs in the combinator
#180
kasperjo
opened
7 months ago
0
106 how to calculate the cov mat for recent days but not all days cov mats and select recent ones
#179
kasperjo
closed
6 months ago
1
iewma to handle nans
#178
kasperjo
closed
6 months ago
1
Bump pandas from 2.2.0 to 2.2.1
#177
dependabot[bot]
closed
7 months ago
1
Bump cvxsimulator from 0.9.14 to 0.9.15
#176
dependabot[bot]
closed
7 months ago
1
Bump pytest from 8.0.1 to 8.0.2
#175
dependabot[bot]
closed
7 months ago
1
Bump plotly from 5.18.0 to 5.19.0
#174
dependabot[bot]
closed
8 months ago
1
Bump pre-commit from 3.6.1 to 3.6.2
#173
dependabot[bot]
closed
8 months ago
0
Bump pytest from 8.0.0 to 8.0.1
#172
dependabot[bot]
closed
8 months ago
1
Bump cvxsimulator from 0.9.13 to 0.9.14
#171
dependabot[bot]
closed
8 months ago
0
Bump scikit-learn from 1.4.0 to 1.4.1.post1
#170
dependabot[bot]
closed
8 months ago
0
Bump pre-commit/action from 3.0.0 to 3.0.1
#169
dependabot[bot]
closed
8 months ago
1
Bump actions/checkout from 3 to 4
#168
dependabot[bot]
closed
8 months ago
1
Bump pre-commit from 3.6.0 to 3.6.1
#167
dependabot[bot]
closed
8 months ago
1
Bump tqdm from 4.66.1 to 4.66.2
#166
dependabot[bot]
closed
8 months ago
0
Bump pytest from 7.4.4 to 8.0.0
#165
dependabot[bot]
closed
8 months ago
0
Bump cvxsimulator from 0.9.3 to 0.9.13
#164
dependabot[bot]
closed
8 months ago
0
Bump pandas from 2.1.4 to 2.2.0
#163
dependabot[bot]
closed
9 months ago
0
Bump cvxpy from 1.4.1 to 1.4.2
#162
dependabot[bot]
closed
9 months ago
0
Bump scipy from 1.11.4 to 1.12.0
#161
dependabot[bot]
closed
9 months ago
0
Bump scikit-learn from 1.3.2 to 1.4.0
#160
dependabot[bot]
closed
9 months ago
0
Bump cvxsimulator from 0.9.3 to 0.9.11
#159
dependabot[bot]
closed
8 months ago
1
Bump cvxsimulator from 0.9.2 to 0.9.3
#158
dependabot[bot]
closed
9 months ago
0
Bump arch from 6.2.0 to 6.3.0
#157
dependabot[bot]
closed
9 months ago
0
no upper bound on python version
#156
tschm
closed
9 months ago
1
Remove upper bound on Python
#155
tschm
closed
9 months ago
0
Update pyproject.toml
#154
tschm
closed
9 months ago
1
dependencies
#153
tschm
closed
9 months ago
1
clean dev dependencies
#152
tschm
closed
9 months ago
0
Bump pytest from 7.4.3 to 7.4.4
#151
dependabot[bot]
closed
9 months ago
1
Bump seaborn from 0.13.0 to 0.13.1
#150
dependabot[bot]
closed
9 months ago
2
Bump cvxsimulator from 0.8.11 to 0.9.1
#149
dependabot[bot]
closed
9 months ago
1
Bump refinitiv-data from 1.5.0 to 1.5.1
#148
dependabot[bot]
closed
9 months ago
1
Bump statsmodels from 0.14.0 to 0.14.1
#147
dependabot[bot]
closed
9 months ago
1
Bump cvxsimulator from 0.8.11 to 0.8.17
#146
dependabot[bot]
closed
10 months ago
1
Bump cvxsimulator from 0.8.11 to 0.8.12
#145
dependabot[bot]
closed
10 months ago
1
Bump cvxsimulator from 0.8.2 to 0.8.11
#144
dependabot[bot]
closed
10 months ago
0
Bump cvxsimulator from 0.8.2 to 0.8.3
#143
dependabot[bot]
closed
10 months ago
1
116 new experiments
#142
kasperjo
closed
11 months ago
1
Updated citation to published version
#141
kasperjo
closed
11 months ago
1
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