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Commits on Jan 24, 2024

• Towards v0.2.3

  jankrepl

  committed
  384e18a

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• Fix torch error on misc.CovarianceMatrix (jankrepl#147)

  louisoutin

  authored
  2d0d831

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Commits on Aug 2, 2022

• Add black to linting (jankrepl#138)

  jankrepl

  authored
  341b34d

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• Customize github actions (jankrepl#137)

  jankrepl

  authored
  4ff9d7f

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• Migrate to GitHub actions jankrepl#135 (jankrepl#136)

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  Shivanirathod126

  and

  jankrepl

  authored
  ecddac7

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Commits on Apr 21, 2022

• Update losses.rst (jankrepl#133)

  guillermop98

  authored
  cbb9934

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• Spelling error (jankrepl#131)

  guillermop98

  authored
  88cddca

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• Update losses.py (jankrepl#132)

  guillermop98

  authored
  f92db3e

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• Fixing CI (jankrepl#134)

  jankrepl

  authored
  042518f

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Commits on Mar 11, 2022

• Update docstrings of functions that convert between simple and log returns (jankrepl#128)

  mirca

  authored
  8fb6976

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Commits on Mar 10, 2022

• Use linalg.solve in place of inverse (jankrepl#126)

  mirca

  authored
  70ebdf4

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• Update data_loading.rst (jankrepl#125)

  guillermop98

  authored
  bf67c67

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• Update README.md (jankrepl#124)

  atk71

  authored
  7a3f02a

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• Change yet another tolerance

  jankrepl

  committed
  a5a8b08

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• Increase eps in multiple tests (jankrepl#127)

  jankrepl

  authored
  45e8e5a

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Commits on Jul 9, 2021

• Add downside risk loss (jankrepl#115)

  mirca

  authored
  eb6c858

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• Fix CI and drop Python3.5 support (jankrepl#116)

  jankrepl

  authored
  a126fb3

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Commits on Feb 16, 2021

• Towards 0.2.2

  jankrepl

  committed
  48484f9

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Commits on Jan 6, 2021

• Bump up minimal numpy version

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  jankrepl

  committed
  240c8d3

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Commits on Jan 5, 2021

• Fix formula in docs (jankrepl#109)

  jankrepl

  authored
  d4f4227

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Commits on Dec 20, 2020

• Fix type in docs

  jankrepl

  authored
  7b4954a

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Commits on Dec 19, 2020

• Fix readthedocs builds (jankrepl#107)

  jankrepl

  authored
  b32f243

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• add risk parity loss function & risk budgeting allocator (jankrepl#98)

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  turmeric-blend

  and

  jankrepl

  authored
  478776c

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Commits on Dec 7, 2020

• Fix rsample bug (jankrepl#106)

  jankrepl

  authored
  75d190c

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Commits on Dec 6, 2020

• Remove hyperparameter logging from TensorBoardCallback (jankrepl#105)

  jankrepl

  authored
  b56e63d

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Commits on Nov 25, 2020

• Improve docstring (jankrepl#99)

  jankrepl

  authored
  eb3b02d

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Commits on Nov 22, 2020

• Remove inplace modification of dataframe (jankrepl#94)

  jankrepl

  authored
  cab9cac

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• Disable Travis on branches (whitelist master) (jankrepl#91)

  jankrepl

  authored
  e7a6396

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• Remove save_best_only (jankrepl#88)

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  jankrepl

  authored
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Commits on Nov 14, 2020

• Towards v0.2.1

  jankrepl

  committed
  f123a82

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• Try to fix the progressbar (jankrepl#80)

  jankrepl

  authored
  03bad4a

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• Make docs more clear - raw_to_Xy (jankrepl#72)

  jankrepl

  authored
  a3d861a

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Commits on Jul 7, 2020

• IID example (jankrepl#67)

  jankrepl

  authored
  ea894c5

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Commits on Jun 24, 2020

• Add citation guidelines (jankrepl#66)

  jankrepl

  authored
  6890081

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Commits on Jun 22, 2020

• Improve loss tests and add formula (jankrepl#65)

  jankrepl

  authored
  cd0fa77

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