Ecosyste.ms: Issues

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GitHub / microprediction/precise issues and pull requests

#38 - Update LITERATURE.md

Pull Request - State: closed - Opened by maxmarkov 2 months ago

#37 - Subsampling-based MVO weights estimation

Issue - State: open - Opened by chogui 3 months ago - 7 comments

#35 - [BUG] Default port in schur complementary portfolio

Issue - State: open - Opened by HugoDelatte 8 months ago - 1 comment

#34 - fix windows compat

Issue - State: open - Opened by microprediction 11 months ago

#33 - To look at

Issue - State: open - Opened by pcotton-intech over 1 year ago

#32 - Too look at

Issue - State: open - Opened by pcotton-intech over 1 year ago - 2 comments

#31 - tests are taking too long

Issue - State: open - Opened by microprediction over 1 year ago

#30 - to look at

Issue - State: open - Opened by microprediction over 1 year ago

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

Issue - State: open - Opened by mpugna almost 2 years ago - 2 comments

#28 - Another paper interpretable supervised

Issue - State: open - Opened by microprediction about 2 years ago

#27 - correct fetching of tickers

Pull Request - State: closed - Opened by MarcoGorelli over 2 years ago

#26 - use assets_m6.csv from M6-methods

Pull Request - State: closed - Opened by MarcoGorelli over 2 years ago - 1 comment

#25 - update FB to META in M6_Universe.csv

Issue - State: closed - Opened by MarcoGorelli over 2 years ago

#24 - Issue with get_prices function in M6

Issue - State: closed - Opened by venu-analytics over 2 years ago - 5 comments

#23 - Understanding m6 examples

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

#22 - Fix `pip install` command in readme

Pull Request - State: closed - Opened by ryanrussell over 2 years ago

#21 - cvxpy

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

#20 - Speed up scores_to_quintiles 800 times

Pull Request - State: closed - Opened by MarcoGorelli over 2 years ago

#19 - to look at

Issue - State: open - Opened by microprediction over 2 years ago

#18 - to look at

Issue - State: open - Opened by microprediction over 2 years ago

#17 - to look at

Issue - State: open - Opened by microprediction over 2 years ago

#16 - to look at

Issue - State: open - Opened by microprediction over 2 years ago

#15 - to look at

Issue - State: open - Opened by microprediction over 2 years ago

#14 - to look at

Issue - State: open - Opened by microprediction over 2 years ago

#13 - superlearners

Issue - State: open - Opened by microprediction over 2 years ago

#12 - reconcile or add mcos

Issue - State: open - Opened by microprediction over 2 years ago

#11 - add this

Issue - State: open - Opened by microprediction over 2 years ago

#10 - Porting this to River

Issue - State: closed - Opened by MaxHalford almost 3 years ago - 14 comments
Labels: enhancement

#9 - write utility to make skater state JSON friendly

Issue - State: open - Opened by microprediction almost 3 years ago

#8 - Added `r=.005` `target=0` and update `EWA_PM_EMP_D0_COV_SKATERS`

Pull Request - State: closed - Opened by OVVO-Financial almost 3 years ago

#7 - Update ewapm.py

Pull Request - State: closed - Opened by OVVO-Financial almost 3 years ago - 1 comment

#6 - Add Viole and Nawrocki (2012) partial moments derivation

Pull Request - State: closed - Opened by OVVO-Financial almost 3 years ago

#5 - Kulak

Issue - State: open - Opened by microprediction almost 3 years ago

#4 - vine copulas

Issue - State: open - Opened by microprediction almost 3 years ago

#3 - gerber

Issue - State: open - Opened by microprediction almost 3 years ago - 2 comments

#2 - NNS partial moments cov batch version

Pull Request - State: closed - Opened by iklasky almost 3 years ago

#1 - Unittests for precision

Issue - State: open - Opened by kno10 almost 3 years ago - 3 comments