Skip to content

Releases: fortitudo-tech/fortitudo.tech

v0.2.1

25 Oct 09:07
82ba7aa
Compare
Choose a tag to compare

Several internal improvements and docs updates.

v0.2

21 Oct 09:00
38813ae
Compare
Choose a tag to compare

This version adds efficient_frontier and load_pnl functionality as well as an example replicating the results in Sequential Entropy Pooling Heuristics for the original Entropy Pooling approach.

v0.1

14 Oct 09:05
Compare
Choose a tag to compare

First release containing Entropy Pooling and efficient mean-CVaR optimization functionality.