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Subsampling-based MVO weights estimation

Status: Open.

#37 In microprediction/precise;

· chogui opened on Jul 26, 2024

schur complementary portfolio - difference between theoretical formulation and code

Status: Open.

#36 In microprediction/precise;

· Marzio-USI opened on May 7, 2024

[BUG] Default port in schur complementary portfolio

Status: Open.

#35 In microprediction/precise;

· HugoDelatte opened on Mar 12, 2024

fix windows compat

Status: Open.

#34 In microprediction/precise;

· microprediction opened on Dec 5, 2023

To look at

Status: Open.

#33 In microprediction/precise;

· pcotton-intech opened on Jun 27, 2023

Too look at

Status: Open.

#32 In microprediction/precise;

· pcotton-intech opened on Jun 14, 2023

tests are taking too long

Status: Open.

#31 In microprediction/precise;

· microprediction opened on Mar 21, 2023

to look at

Status: Open.

#30 In microprediction/precise;

· microprediction opened on Feb 11, 2023

weak_portfolio.ipynb: weak portfolio always having 1/n weights

Status: Open.

#29 In microprediction/precise;

· mpugna opened on Jan 27, 2023

Another paper interpretable supervised

Status: Open.

#28 In microprediction/precise;

· microprediction opened on Sep 27, 2022

Understanding m6 examples

Status: Open.

#23 In microprediction/precise;

· smodlich opened on Jun 1, 2022

cvxpy

Status: Open.

#21 In microprediction/precise;

· microprediction opened on May 23, 2022