Hugo Delatte
Hugo Delatte
In `hierarchical_schur_complementary_portfolio_with_defaults`, the default `port` is [`diagonal_portfolio_factory`](https://github.com/microprediction/precise/blob/e87d22a1d589d5d8aadea21ecfbf842575018554/precise/skaters/portfoliostatic/schurportfactory.py#L64C16-L64C42) It is called [here](https://github.com/microprediction/precise/blob/e87d22a1d589d5d8aadea21ecfbf842575018554/precise/skaters/portfoliostatic/schurportfactory.py#L94) with the covariance as a positional argument. However, `diagonal_portfolio_factory` takes `pre` as it's first positional argument ([here]( https://github.com/microprediction/precise/blob/e87d22a1d589d5d8aadea21ecfbf842575018554/precise/skaters/portfoliostatic/diagportfactory.py#L9)) meaning...
Added two new estimators: * Entropy Pooling * Opinion Pooling **BREAKING CHANGE:** * Renamed attribute `prior_model_` to `return_distribution_` * Renamed class `PriorModel` to `ReturnDistribution` These renamings clarify the terminology and...
Add more description and an example about the second arg of `add_constraints` https://github.com/skfolio/skfolio/discussions/65#discussioncomment-12706462_ ```python def custom_constraints(w, obj): return [w >= obj.budget / 20] model = MeanRisk(add_constraints=custom_constraints) ```
Add examples in doctoring where it is missing. Test them using doctest. Review existing examples for improved user experience and Agentic AI perf
#### Reference Issues/PRs #### What does this implement/fix? Explain your changes. #### Does your contribution introduce a new dependency? If yes, which one? #### What should a reviewer concentrate their...
The idea is to enforce dataframes as input because column names are informative, and users nowadays manipulate dataframes more than arrays. This would simplify the API. See: https://github.com/skfolio/skfolio/pull/118#discussion_r1978796463
* Maybe add more key concepts to the User Guide and less in the tutorials * Add more simple examples in docstrings See: https://github.com/skfolio/skfolio/pull/118#discussion_r1976617675
Hello, I've added [skfolio](https://github.com/skfolio/skfolio)
Hello, In the vine copula implementation, the [partial_derivative](https://github.com/sdv-dev/Copulas/blob/877fbd2fad602813af0c76a44aa62d07d9b2bf3a/copulas/multivariate/tree.py#L176) inputs are expecting `left | right` while the the function `partial_derivative` from the copulas are implemented as `right | left`