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Releases: cvxgrp/cov_pred_finance

support of Python 3.12

16 Jun 12:23
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What's Changed

Full Changelog: v0.1.4...v0.1.5

Handling NaNs

26 Mar 00:00
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iterated_ewma now handles NaNs and changing universes of assets. Updated readme file.

Paper version

25 Mar 12:20
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The version used for experiments in paper.

v0.1.2: Bump plotly from 5.16.1 to 5.17.0 (#113)

18 Sep 21:58
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Bumps [plotly](https://github.com/plotly/plotly.py) from 5.16.1 to 5.17.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.16.1...v5.17.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

with pre-commit and 100% coverage

02 Jun 19:03
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Update combination.py (#51)

* Update combination.py

* precommit combination

with corrected book_url

02 Jun 04:44
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v0.1.0

fix book url (#48)

with corrected notebook

02 Jun 04:09
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v0.0.9

fix notebook import (#46)

with corrected index

02 Jun 03:57
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v0.0.8

Update index.md (#44)

from_sigmas and from_ewma version

02 Jun 01:04
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Use cvxsimulator to assess performance (#41)

* cvxsimulator in

* poetry update

only tag

29 May 21:26
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16 revisit comments and remove tqdm (#18)

* cleaning code

* cleaning code

* cleaning code

* scipy

* scipy

* regularization

* regularization

* test extensions

* todo: in iterated ewma

* remove thomas.py and introduce center and clip functionality

* fixing tests

* fixing tests

* documentation

* documentation

* black on experiments

* updated experiments

* Add files via upload

* demo notebook

* demo notebook fixed

---------

Co-authored-by: Kasper Johansson <kasperjo@kth.se>