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cvxgrp
/
cov_pred_finance
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50
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4
Issues:
57
Forks:
7
cvxgrp/cov_pred_finance Issues
Move to cvxpy-base and clarabel
Closed
2 months ago
Move to cvxpy-base and clarabel
Closed
2 months ago
CCP lowrank 2
Updated
3 months ago
Convex concave low rank
Closed
3 months ago
Smooth weights
Updated
4 months ago
Fix PSD projection (can occur with nans)
Updated
5 months ago
Playground
Updated
5 months ago
Handling NaNs in the combinator
Updated
5 months ago
Remove upper bound on Python
Closed
7 months ago
clean dev dependencies
Closed
7 months ago
Handling NaNs
Updated
10 months ago
New experiments
Closed
9 months ago
Test
Closed
2 months ago
How to avoid np linalg error not positive matrix
Updated
4 months ago
Comments count
1
How to calculate the cov mat for recent days, but not all days cov mats and select recent ones.
Closed
4 months ago
Update .pre-commit
Closed
7 months ago
Remove construction of kernel
Closed
a year ago
Install Jupyter machinery on the fly
Closed
a year ago
Fix non convergence
Closed
a year ago
Organize dependencies in groups
Closed
a year ago
Correct README
Closed
a year ago
Calling `cov_pred_finance` from `cvx_portfolio`?
Updated
9 months ago
Comments count
3
Support dev-containers
Closed
a year ago
Fix pre-commit problems
Closed
a year ago
support ruff
Closed
a year ago
Introduce Makefile
Closed
a year ago
Update dependencies
Closed
a year ago
devcontainer
Closed
a year ago
Large universe portfolios
Closed
a year ago
Large universe portfolios
Closed
a year ago
Standard factor form experiments
Closed
a year ago
tqdm removal
Closed
a year ago
Work on generative mode extension
Closed
a year ago
coverage
Closed
a year ago
Add reference in readme
Closed
a year ago
bring in pre-commit hooks
Closed
a year ago
Fix Sphinx documentation
Closed
a year ago
Fix broken notebook
Closed
a year ago
Update the book index file
Closed
a year ago
Create from_pandas
Updated
a year ago
_CovarianceCombination should expose sigmas and returns as properties
Closed
a year ago
Rename covariance_combination to combination?
Closed
a year ago
Revisit notebook in book
Closed
a year ago
Use from_ewmas and from_sigmas to construct CovarianceCombination objects
Closed
a year ago
Improve README
Closed
a year ago
Introduce badges in README
Closed
a year ago
Report coverage
Closed
a year ago
Remove obsolete tests
Closed
a year ago
Use cvxsimulator to assess performance?
Closed
a year ago
Comments count
2
Fix the notebook
Closed
a year ago
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