This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.
NumPy 2.0.1 is a maintenance release that fixes bugs and regressions
discovered after the 2.0.0 release. NumPy 2.0.1 is the last planned
release in the 2.0.x series, 2.1.0rc1 should be out shortly.
The Python versions supported by this release are 3.9-3.12.
NOTE: Do not use the GitHub generated "Source code" files listed in the "Assets", they are garbage.
Improvements
np.quantile with method closest_observation chooses nearest even order statistic
This changes the definition of nearest for border cases from the nearest
odd order statistic to nearest even order statistic. The numpy
implementation now matches other reference implementations.
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Bumps numpy from 2.0.0 to 2.0.1.
Release notes
Sourced from numpy's releases.
... (truncated)
Commits
4c9f431Merge pull request #27000 from charris/prepare-2.0.10e70e00REL: Prepare for the NumPy 2.0.1 release [wheel build]4d10ffcMerge pull request #26995 from charris/backport-26985764b667BUG: Add object cast to avoid warning with limited API9be6ad6Merge pull request #26971 from charris/backport-269356d950e9BUG: fix f2py tests to work with v2 API89630c0Merge pull request #26962 from charris/backport-2691988fa840TST: Apply test suggestion by Nathan for rlstrip fixesa9da01eBUG,MAINT: Fix utf-8 character stripping memory access6afbbf8Merge pull request #26963 from charris/backport-26930Dependabot will resolve any conflicts with this PR as long as you don't alter it yourself. You can also trigger a rebase manually by commenting
@dependabot rebase.Dependabot commands and options
You can trigger Dependabot actions by commenting on this PR: - `@dependabot rebase` will rebase this PR - `@dependabot recreate` will recreate this PR, overwriting any edits that have been made to it - `@dependabot merge` will merge this PR after your CI passes on it - `@dependabot squash and merge` will squash and merge this PR after your CI passes on it - `@dependabot cancel merge` will cancel a previously requested merge and block automerging - `@dependabot reopen` will reopen this PR if it is closed - `@dependabot close` will close this PR and stop Dependabot recreating it. You can achieve the same result by closing it manually - `@dependabot show