Releases: fortitudo-tech/fortitudo.tech
Releases · fortitudo-tech/fortitudo.tech
v0.2.1
Several internal improvements and docs updates.
v0.2
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
First release containing Entropy Pooling and efficient mean-CVaR optimization functionality.