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Recent Releases of https://github.com/cvxgrp/cov_pred_finance

https://github.com/cvxgrp/cov_pred_finance - v0.1.9

What's Changed

  • 291 update devcontainer by @tschm in https://github.com/cvxgrp/covpredfinance/pull/292

Full Changelog: https://github.com/cvxgrp/covpredfinance/compare/v0.1.8...v0.1.9

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Published by github-actions[bot] about 1 year ago

https://github.com/cvxgrp/cov_pred_finance - v0.1.8

What's Changed

  • Target for sdist by @tschm in https://github.com/cvxgrp/covpredfinance/pull/290

Full Changelog: https://github.com/cvxgrp/covpredfinance/compare/v0.1.7...v0.1.8

- Jupyter Notebook
Published by github-actions[bot] about 1 year ago

https://github.com/cvxgrp/cov_pred_finance - v0.1.7

What's Changed

  • Limit the files for hatch build by @tschm in https://github.com/cvxgrp/covpredfinance/pull/289

Full Changelog: https://github.com/cvxgrp/covpredfinance/compare/v0.1.6...v0.1.7

- Jupyter Notebook
Published by github-actions[bot] about 1 year ago

https://github.com/cvxgrp/cov_pred_finance - v0.1.6

What's Changed

  • Bump cvxpy-base from 1.5.1 to 1.5.2 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/221
  • Bump cvxsimulator from 0.9.18 to 0.9.19 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/222
  • Bump scikit-learn from 1.5.0 to 1.5.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/223
  • Bump pytest from 8.2.2 to 8.3.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/224
  • Bump plotly from 5.22.0 to 5.23.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/226
  • Bump pytest from 8.3.1 to 8.3.2 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/225
  • Bump pre-commit from 3.7.1 to 3.8.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/227
  • Bump tqdm from 4.66.4 to 4.66.5 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/228
  • Bump cvxpy-base from 1.5.2 to 1.5.3 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/229
  • Bump plotly from 5.23.0 to 5.24.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/230
  • Bump pandas from 2.2.2 to 2.2.3 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/235
  • Bump pytest from 8.3.2 to 8.3.3 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/234
  • Bump plotly from 5.24.0 to 5.24.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/233
  • Bump statsmodels from 0.14.2 to 0.14.3 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/232
  • Bump scikit-learn from 1.5.1 to 1.5.2 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/231
  • Bump arch from 7.0.0 to 7.1.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/236
  • Bump pre-commit from 3.8.0 to 4.0.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/238
  • Bump statsmodels from 0.14.3 to 0.14.4 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/237
  • Bump cvxsimulator from 0.9.19 to 1.0.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/240
  • Bump pre-commit from 4.0.0 to 4.0.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/239
  • Bump cvxsimulator from 1.0.0 to 1.0.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/241
  • Update pre-commit.yml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/243
  • Bump pytest-cov from 5.0.0 to 6.0.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/244
  • Bump cvxpy-base from 1.5.3 to 1.6.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/246
  • Bump tqdm from 4.66.6 to 4.67.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/247
  • Bump arch from 7.1.0 to 7.2.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/248
  • Bump tqdm from 4.67.0 to 4.67.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/250
  • Bump pytest from 8.3.3 to 8.3.4 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/251
  • Update ci.yml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/249
  • Bump numpy from 2.1.3 to 2.2.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/254
  • Bump scikit-learn from 1.5.2 to 1.6.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/255
  • Tschm patch 1 by @tschm in https://github.com/cvxgrp/covpredfinance/pull/253
  • 252 Bring in Marimo by @tschm in https://github.com/cvxgrp/covpredfinance/pull/256
  • Bump numpy from 2.2.0 to 2.2.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/257
  • Update book.yml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/258
  • Update ci.yml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/259
  • Update pre-commit.yml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/260
  • Update release.yml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/261
  • Update .pre-commit-config.yaml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/262
  • Bump cvxgrp/.github from 1.1.0 to 1.4.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/264
  • Bump scipy from 1.14.1 to 1.15.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/263
  • Update pre-commit.yml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/266
  • Update Makefile by @tschm in https://github.com/cvxgrp/covpredfinance/pull/267
  • Bump scipy from 1.15.0 to 1.15.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/270
  • Bump scikit-learn from 1.6.0 to 1.6.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/269
  • [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/cvxgrp/covpredfinance/pull/271
  • Bump numpy from 2.2.1 to 2.2.2 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/273
  • Delete .env by @tschm in https://github.com/cvxgrp/covpredfinance/pull/275
  • Update .pre-commit-config.yaml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/277
  • Delete .python-version by @tschm in https://github.com/cvxgrp/covpredfinance/pull/276
  • [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/cvxgrp/covpredfinance/pull/278
  • Bump pre-commit from 4.0.1 to 4.1.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/279
  • [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/cvxgrp/covpredfinance/pull/281
  • Bump plotly from 5.24.1 to 6.0.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/285
  • Bump clarabel from 0.9.0 to 0.10.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/286
  • 282 update makefile for uv by @tschm in https://github.com/cvxgrp/covpredfinance/pull/283
  • Update pre-commit.yml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/288

New Contributors

  • @pre-commit-ci made their first contribution in https://github.com/cvxgrp/covpredfinance/pull/271

Full Changelog: https://github.com/cvxgrp/covpredfinance/compare/v0.1.5...v0.1.6

- Jupyter Notebook
Published by github-actions[bot] about 1 year ago

https://github.com/cvxgrp/cov_pred_finance - support of Python 3.12

What's Changed

  • Update pyproject.toml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/190
  • Bump scipy from 1.12.0 to 1.13.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/192
  • Bump scikit-learn from 1.4.1.post1 to 1.4.2 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/194
  • Bump pandas from 2.2.1 to 2.2.2 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/193
  • Bump cvxpy from 1.4.2 to 1.4.3 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/197
  • Bump arch from 6.3.0 to 7.0.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/198
  • Bump statsmodels from 0.14.1 to 0.14.2 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/196
  • Bump plotly from 5.20.0 to 5.21.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/195
  • Bump pytest from 8.1.1 to 8.2.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/199
  • Bump tqdm from 4.66.2 to 4.66.3 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/202
  • Bump plotly from 5.21.0 to 5.22.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/203
  • Bump cvxpy from 1.4.3 to 1.5.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/206
  • Bump pre-commit from 3.7.0 to 3.7.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/205
  • Bump cvxsimulator from 0.9.17 to 0.9.18 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/204
  • Bump pytest from 8.2.0 to 8.2.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/208
  • Bump scipy from 1.13.0 to 1.13.1 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/210
  • Bump scikit-learn from 1.4.2 to 1.5.0 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/209
  • Bump pytest from 8.2.1 to 8.2.2 by @dependabot in https://github.com/cvxgrp/covpredfinance/pull/211
  • remove broken homepage link by @tschm in https://github.com/cvxgrp/covpredfinance/pull/213
  • Update book.yml by @tschm in https://github.com/cvxgrp/covpredfinance/pull/214
  • Update book.yml (#214) (#216) by @tschm in https://github.com/cvxgrp/covpredfinance/pull/217
  • cvxpy base by @tschm in https://github.com/cvxgrp/covpredfinance/pull/220

Full Changelog: https://github.com/cvxgrp/covpredfinance/compare/v0.1.4...v0.1.5

- Jupyter Notebook
Published by tschm almost 2 years ago

https://github.com/cvxgrp/cov_pred_finance - Handling NaNs

iterated_ewma now handles NaNs and changing universes of assets. Updated readme file.

- Jupyter Notebook
Published by kasperjo about 2 years ago

https://github.com/cvxgrp/cov_pred_finance - Paper version

The version used for experiments in paper.

- Jupyter Notebook
Published by kasperjo about 2 years ago

https://github.com/cvxgrp/cov_pred_finance -

- Jupyter Notebook
Published by kasperjo over 2 years ago

https://github.com/cvxgrp/cov_pred_finance - with pre-commit and 100% coverage

- Jupyter Notebook
Published by tschm almost 3 years ago

https://github.com/cvxgrp/cov_pred_finance - with corrected book_url

- Jupyter Notebook
Published by tschm almost 3 years ago

https://github.com/cvxgrp/cov_pred_finance - with corrected notebook

- Jupyter Notebook
Published by tschm almost 3 years ago

https://github.com/cvxgrp/cov_pred_finance - with corrected index

- Jupyter Notebook
Published by tschm almost 3 years ago

https://github.com/cvxgrp/cov_pred_finance - from_sigmas and from_ewma version

- Jupyter Notebook
Published by tschm almost 3 years ago

https://github.com/cvxgrp/cov_pred_finance - only tag

- Jupyter Notebook
Published by tschm almost 3 years ago

https://github.com/cvxgrp/cov_pred_finance - Kasper's attempt

- Jupyter Notebook
Published by kasperjo almost 3 years ago

https://github.com/cvxgrp/cov_pred_finance - 4th attempt

- Jupyter Notebook
Published by tschm almost 3 years ago