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skfolio
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skfolio
Python library for portfolio optimization built on top of scikit-learn
https://skfolio.org
BSD 3-Clause "New" or "Revised" License
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[ENH] Metadata Routing
#64
HugoDelatte
closed
1 week ago
0
GraphicalLassoCV Example
#63
AntoBr96
opened
1 week ago
5
[DOC] fix: example name typo
#62
matteoettam09
closed
2 weeks ago
0
feat: add yields_to_returns function to calculate bond market invariants
#61
Conway-Yu
closed
1 week ago
3
[BUG] pandas plotting backend not set before plot call
#59
8W9aG
closed
1 month ago
4
[BUG] IndexError when using HRP for a small set of indexes
#58
8W9aG
closed
1 month ago
1
[BUG] feat(prices_to_returns): Add index intersect param
#57
8W9aG
closed
1 month ago
1
[ENH] Integrate sklearn Metadata Routing
#56
HugoDelatte
closed
1 week ago
0
prices_to_returns cuts off dataframe to last asset launch [BUG]
#55
8W9aG
closed
1 month ago
4
[ENH] optimal_folds_number function for CombinatorialPurgedCV
#53
HugoDelatte
closed
1 month ago
0
[BUG]When running the file ‘plot_2_herc_cdar.py’, the results of the drawing are not displayed.
#51
piper0124
closed
1 month ago
4
[BUG] Risk Free Rate
#50
HugoDelatte
closed
2 months ago
0
[BUG] risk_free_rate argument does not seem to work
#49
avrenli2
closed
2 months ago
2
[DOC] Type Hint Fixing.
#47
vacarme
closed
2 months ago
1
Add support for python3.9
#46
zzxfriend
closed
3 months ago
1
[ENH] Move datasets to another repo (skfolio-datasets)
#42
HugoDelatte
closed
3 months ago
1
[DOC] Type Hints Suggestion.
#40
vacarme
closed
2 months ago
3
[ENH] Add Exposure Stacking as final_estimator in StackingOptimization
#39
antonvorobets
opened
4 months ago
0
[BUG] Population.plot_cumulative_returns() does not show all portfolios
#38
SebasPelaez
closed
4 months ago
2
[MNT] Dropped black formatter
#37
vacarme
closed
4 months ago
3
[ENH] Drop black for ruff embedded formatter.
#36
vacarme
closed
4 months ago
0
[MNT] Updated ruff's pyproject section.
#35
vacarme
closed
4 months ago
1
[BUG] Ruff *pyproject* Configuration is Deprecated.
#34
vacarme
closed
4 months ago
1
[BUG] Not sure the plot_train_test_folds 0-train 1-test encoding is correct in CombinatorialPurgedCV
#32
CarloNicolini
closed
1 month ago
5
[ENH] Add effective number of assets
#31
HugoDelatte
closed
5 months ago
1
[DOC] Remove all-contributors
#30
HugoDelatte
closed
5 months ago
1
Mere typo
#29
microprediction
closed
5 months ago
1
chore: fix pip install in contributing md
#27
lsattolo
closed
5 months ago
0
chore: fix pip install in contributing md
#26
lsattolo
closed
5 months ago
0
[ENH] Weighted group constraints
#24
c6p
closed
5 months ago
1
[ENH] sktime integration?
#22
fkiraly
opened
5 months ago
8
[BUG] Number of Assets and Portfolio len
#21
HugoDelatte
closed
5 months ago
1
[BUG] Default trading days in a year amended from 255 to 252
#20
HugoDelatte
closed
5 months ago
1
[BUG] Portfolios number and avg nb of assets per portfolio" are wrong in the Population.summary() report.
#19
CarloNicolini
closed
5 months ago
5
[DOC] Add derivative work credits
#18
HugoDelatte
closed
5 months ago
2
[ENH] Effective number of assets
#17
CarloNicolini
closed
5 months ago
1
[DOC] fix typos
#14
rriski
closed
5 months ago
0
[ENH] Implement the effective number of assets metric
#13
CarloNicolini
closed
5 months ago
0
[DOC] how to customize datasets？
#12
leegang
closed
5 months ago
4
[BUG] Annualization factor with 252 business days in a year
#11
CarloNicolini
closed
5 months ago
2
[BUG]: estimator nomenclature typo
#10
matteoettam09
closed
5 months ago
0
[ENH] SubsetResampling issue #5.
#9
CarloNicolini
opened
5 months ago
3
[DOC] make it clear about linux ubuntu installation ?
#8
Sandy4321
opened
5 months ago
1
GINI_MEAN_DIFFERENCE Risk Measure for MeanRisk model [BUG]
#7
sabirjana
opened
5 months ago
4
[BUG] Python Version Request: Reduce python >= 3.9
#6
mdancho84
closed
5 months ago
3
[DOC] jupyerlite kernel & notebooks paths
#2
treatmesubj
closed
6 months ago
4
[ENH] Renaming prior_estimator to distribution_estimator
#1
HugoDelatte
closed
6 months ago
1