jason-ash/pyesg issues and pull requests

#92 - Is the dataset value correct ?

Issue - State: open - Opened by yellowbean 3 months ago

#91 - Bump scipy from 1.4.1 to 1.10.0

Pull Request - State: open - Opened by dependabot[bot] about 1 year ago
Labels: dependencies

#90 - Skewness feature?

Issue - State: closed - Opened by hotakkwan over 1 year ago - 1 comment

#89 - Bump numpy from 1.18.4 to 1.22.0

Pull Request - State: open - Opened by dependabot[bot] over 2 years ago
Labels: dependencies

#88 - Built-in plotting

Issue - State: open - Opened by athielem over 2 years ago - 1 comment

#87 - Tutorial?

Issue - State: open - Opened by athielem over 2 years ago - 1 comment

#86 - Correct 3 month ust rates for 2019 and add test to check future rates

Pull Request - State: closed - Opened by jakemcaferty over 3 years ago - 4 comments

#85 - Error in 2019 US3M Treasuries

Issue - State: open - Opened by skyrad12 over 3 years ago - 2 comments

#84 - Upgrade python

Pull Request - State: open - Opened by jason-ash over 3 years ago

#83 - update readme image paths

Pull Request - State: open - Opened by jason-ash over 3 years ago

#82 - bump version to 0.1.5 for new release

Pull Request - State: closed - Opened by jason-ash over 3 years ago

#81 - add github actions publish workflow

Pull Request - State: closed - Opened by jason-ash over 3 years ago

#80 - point readme badge to github actions; update styles

Pull Request - State: closed - Opened by jason-ash over 3 years ago

#79 - move version to pyesg/version.py

Pull Request - State: closed - Opened by jason-ash over 3 years ago

#78 - update to mypy --strict

Pull Request - State: closed - Opened by jason-ash over 3 years ago

#77 - Upgrade pylint to 2.6.0

Pull Request - State: closed - Opened by jason-ash over 3 years ago

#76 - move to github actions for CI

Pull Request - State: closed - Opened by jason-ash over 3 years ago

#75 - Model.scenarios not producing output

Issue - State: closed - Opened by wijdan225 almost 4 years ago - 1 comment

#74 - Results not being produced

Issue - State: closed - Opened by wijdan225 almost 4 years ago - 2 comments

#73 - doc for GBM

Issue - State: closed - Opened by liyi-1989 about 4 years ago - 2 comments

#72 - pin dev package versions in setup.py

Pull Request - State: closed - Opened by jason-ash about 4 years ago

#71 - Add Black-Karasinski process

Pull Request - State: closed - Opened by jason-ash over 4 years ago - 1 comment

#70 - Add Ho-Lee process

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#69 - add "significance value" function for AAA model

Pull Request - State: closed - Opened by jason-ash over 4 years ago - 1 comment

#68 - bump version to 0.1.4

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#67 - add rvs method to StochasticProcess

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#66 - implement the AAA interest rate generator

Pull Request - State: closed - Opened by jason-ash over 4 years ago - 1 comment

#65 - update StochasticProcess repr

Pull Request - State: closed - Opened by jason-ash over 4 years ago - 1 comment

#64 - consolidate black scholes and geo. brownian motion

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#63 - boost code coverage

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#62 - bump version to 0.1.3

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#61 - bump version to 0.1.3 for pypi

Pull Request - State: closed - Opened by jason-ash over 4 years ago - 1 comment

#60 - I tried to generate scenarios using GeometricBrownianMotion: Throws an Error

Issue - State: closed - Opened by shivapower1985 over 4 years ago - 8 comments

#59 - cleanup minor issues

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#58 - Accidental hard coded dt value

Issue - State: closed - Opened by jason-ash over 4 years ago

#57 - update treasury dataset; add dataset tests

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#56 - update README

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#55 - add coverage from coveralls

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#54 - add "example" constructor for each model

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#53 - vectorize scenario generation, add LOTS of tests

Pull Request - State: closed - Opened by jason-ash over 4 years ago - 3 comments

#52 - update README with current API examples

Pull Request - State: closed - Opened by jason-ash over 4 years ago

#51 - REAMDE API/examples are out of date

Issue - State: closed - Opened by STguerin over 4 years ago - 4 comments

#50 - Parallelize stochastic process

Issue - State: closed - Opened by jason-ash over 4 years ago - 1 comment

#49 - Update CI for multiple versions of Python

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#48 - Refactor interpolators

Pull Request - State: closed - Opened by jason-ash almost 5 years ago - 2 comments

#47 - add black-scholes process

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#46 - add scenario method to StochasticProcess

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#45 - validate dimension of input arrays to StochasticProcess methods

Issue - State: closed - Opened by jason-ash almost 5 years ago - 2 comments

#44 - Consolidate JointStochasticProcess into StochasticProcess

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#43 - change AcademyRateProcess doctests to be non-trivial

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#42 - fix the cap/floor logic for AcademyRateProcess

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#41 - Incorrect application of min/max in AcademyRateProcess

Issue - State: closed - Opened by jason-ash almost 5 years ago
Labels: bug

#40 - improve documentation

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#39 - let StochasticProcess subclasses define "apply" method

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#38 - update AcademyRateProcess default params

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#37 - allow to_array to convert tuples

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#36 - move StochasticProcess class to main directory

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#35 - Implement Academy rate process

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#34 - to_array should be able to convert tuple to numpy array

Issue - State: closed - Opened by jason-ash almost 5 years ago

#33 - Scrub x0 inputs and standardize mypy types

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#32 - input validation for StochasticProcess

Issue - State: closed - Opened by jason-ash almost 5 years ago

#31 - mypy type standardization

Issue - State: closed - Opened by jason-ash almost 5 years ago

#30 - add heston process

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#29 - implement cox-ingersoll-ross process

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#28 - add joint stochastic process class

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#27 - new design for stochastic processes

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#26 - allow StochasticProcesses to handle multiple dimensions

Pull Request - State: closed - Opened by jason-ash almost 5 years ago - 1 comment

#25 - refactoring stochastic models

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#24 - Use xarray to store scenario output

Issue - State: closed - Opened by jason-ash almost 5 years ago - 2 comments
Labels: enhancement

#23 - add utils.py

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#22 - Handle two-factor models

Issue - State: closed - Opened by jason-ash almost 5 years ago - 1 comment
Labels: enhancement

#21 - Implement hypothesis unit testing

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#20 - Handle time-varying model coefficients

Issue - State: open - Opened by jason-ash almost 5 years ago - 5 comments
Labels: enhancement

#19 - Add plotting method to DiffusionProcess

Issue - State: closed - Opened by jason-ash almost 5 years ago - 1 comment
Labels: enhancement

#18 - Add fit method to each model

Issue - State: open - Opened by jason-ash almost 5 years ago
Labels: enhancement

#17 - Add coefficient validation method to each model

Issue - State: open - Opened by jason-ash almost 5 years ago
Labels: enhancement

#16 - Use Hypothesis library for better tests

Issue - State: closed - Opened by jason-ash almost 5 years ago
Labels: enhancement

#15 - Add multiple index option

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#14 - Handle multiple indices for sampling

Issue - State: closed - Opened by jason-ash almost 5 years ago

#13 - add GeometricBrownianMotion

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#12 - Fix typos

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#11 - New DiffusionProcess design

Pull Request - State: closed - Opened by jason-ash almost 5 years ago - 2 comments

#10 - Simplify interpolators

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#9 - Implement diffusion process base class

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#8 - Add distribution samplers

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#7 - Base class for DiffusionProcess

Issue - State: closed - Opened by jason-ash almost 5 years ago - 1 comment

#6 - Implement Cox-Ingersoll-Ross model

Issue - State: closed - Opened by jason-ash almost 5 years ago - 1 comment

#5 - Begin to add equity functionality

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#4 - update README

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#3 - Cleanup, pylint & mypy

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#2 - Implement the Vasicek model

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

#1 - Add type hints where possible

Pull Request - State: closed - Opened by jason-ash almost 5 years ago

GitHub / jason-ash/pyesg issues and pull requests