Releases: factorpricingmodel/factor-pricing-model-risk-model
Releases · factorpricingmodel/factor-pricing-model-risk-model
v2024.0.0
26 Jul 08:31
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Feature
Add a get method for rolling cov estimator (da29453 )
Documentation
Add example notebook of alpha sizing rules (220ba02 )
v2023.8.0
13 Dec 21:58
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Feature
Fix
Use validity in rolling fit (087939b )
Documentation
Update numpy backend engine notebook (5037603 )
v2023.7.2
26 Sep 21:04
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Fix
Convert y into numpy engine array (e92fc34 )
v2023.7.1
26 Sep 20:59
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Feature
Support setting the backend engine with environment variable (a40ee5c )
v2023.7.0
26 Sep 20:25
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Feature
Support pytorch in engine (1d9eb07 )
v2023.6.5
22 Sep 07:09
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v2023.6.4
19 Aug 15:55
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Fix
Revert forcing numpy array conversion (6676fef )
v2023.6.3
17 Aug 12:59
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Fix
Ensure to_numpy converts with the numpy engine array (cd014ce )
v2023.6.2
14 Aug 20:52
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Fix
Remove the type check to support multiple engines (dd0d8a8 )
v2023.6.1
26 Jul 21:29
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