skfolio 0.0.7__py3-none-any.whl → 0.0.9__py3-none-any.whl

skfolio/model_selection/_combinatorial.py

@@ -44,7 +44,7 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
     Provides train/test indices to split time series data samples based on
     Combinatorial Purged Cross-Validation [1]_.
 
-    Compared to `KFold` which split the data into `k` folds with `1` fold for the test
+    Compared to `KFold`, which splits the data into `k` folds with `1` fold for the test
     set and `k - 1` folds for the training set, `CombinatorialPurgedCV` uses `k - p`
     folds for the training set with `p > 1` being the number of test folds.
 
@@ -57,7 +57,7 @@ class CombinatorialPurgedCV(BaseCombinatorialCV):
     overlapped in time with those labels included in the testing set.
 
     Embargoing consist of removing from the training set all observations that
-    immediately follow an observation in the testing set since financial features
+    immediately follow an observation in the testing set, since financial features
     often incorporate series that exhibit serial correlation (like ARMA processes).
 
     Parameters

skfolio/optimization/_base.py

@@ -16,7 +16,7 @@ from skfolio.portfolio import Portfolio
 
 
 class BaseOptimization(skb.BaseEstimator, ABC):
-    """Base class for all optimization estimators in skfolio.
+    """Base class for all portfolio optimizations in skfolio.
 
     portfolio_params :  dict, optional
         Portfolio parameters passed to the portfolio evaluated by the `predict` and

skfolio/optimization/cluster/_nco.py

@@ -40,12 +40,12 @@ class NestedClustersOptimization(BaseOptimization):
     .. note ::
 
         The original paper uses KMeans as the clustering algorithm, minimum Variance for
-        the inner-estimator and equal-weight for the outer-estimator. Here we generalize
-        it to all `sklearn` and `skfolio` clustering algorithm (HierarchicalClustering,
-        KMeans, ...), all optimization estimators (Mean-Variance, HRP, ...)
-        and risk measures (Variance, CVaR,...).
+        the inner-estimator and equal-weighted for the outer-estimator. Here we
+        generalize it to all `sklearn` and `skfolio` clustering algorithms
+        (HierarchicalClustering, KMeans, etc.), all portfolio optimizations
+        (Mean-Variance, HRP, etc.) and risk measures (Variance, CVaR, etc.).
         To avoid data leakage at the outer-estimator, we use out-of-sample estimates to
-        fit the outer optimization.
+        fit the outer estimator.
 
     Parameters
     ----------

skfolio/optimization/cluster/hierarchical/_base.py

@@ -93,7 +93,7 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
         allowed. If a float is provided, it is applied to each asset. `None` is
         equivalent to `+np.Inf` (no upper bound). If a dictionary is provided, its
         (key/value) pair must be the (asset name/asset maximum weight) and the input `X`
-        of the `fit` methods must be a DataFrame with the assets names in columns. When
+        of the `fit` method must be a DataFrame with the assets names in columns. When
         using a dictionary, assets values that are not provided are assigned a minimum
         weight of `1.0`. The default is 1.0 (each asset is below 100%).
 
@@ -112,7 +112,7 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
 
         with :math:`c_{i}` the transaction cost of asset i, :math:`w_{i}` its weight
         and :math:`w\_prev_{i}` its previous weight (defined in `previous_weights`).
-        The float :math:`total\_cost` is used in the portfolio expected return:
+        The float :math:`total\_cost` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_cost
 
@@ -121,7 +121,7 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset cost) and the input `X` of the `fit` methods must be a
+        (asset name/asset cost) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -130,7 +130,7 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
             Based on the above formula, the periodicity of the transaction costs
             needs to be homogenous to the periodicity of :math:`\mu`. For example, if
             the input `X` is composed of **daily** returns, the `transaction_costs` need
-            to be expressed in **daily** costs.
+            to be expressed as **daily** costs.
             (See :ref:`sphx_glr_auto_examples_1_mean_risk_plot_6_transaction_costs.py`)
 
     management_fees : float | dict[str, float] | array-like of shape (n_assets, ), default=0.0
@@ -140,7 +140,7 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
         .. math:: total\_fee = \sum_{i=1}^{N} f_{i} \times w_{i}
 
         with :math:`f_{i}` the management fee of asset i and :math:`w_{i}` its weight.
-        The float :math:`total\_fee` is used in the portfolio expected return:
+        The float :math:`total\_fee` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_fee
 
@@ -149,7 +149,7 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset fee) and the input `X` of the `fit` methods must be a
+        (asset name/asset fee) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -172,7 +172,7 @@ class BaseHierarchicalOptimization(BaseOptimization, ABC):
         Previous weights of the assets. Previous weights are used to compute the
         portfolio total cost. If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset previous weight) and the input `X` of the `fit` methods must
+        (asset name/asset previous weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         The default (`None`) means no previous weights.
 

skfolio/optimization/cluster/hierarchical/_herc.py

@@ -27,19 +27,20 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
     developed by Thomas Raffinot [2]_.
 
     This algorithm uses a distance matrix to compute hierarchical clusters using the
-    Hierarchical Tree Clustering algorithm then computes, for each cluster, the total
-    cluster risk of an inverse-risk allocation.
-    The final step is the top-down recursive division of the dendrogram where the assets
-    weights are updated using a naive risk parity within clusters.
+    Hierarchical Tree Clustering algorithm. It then computes, for each cluster, the
+    total cluster risk of an inverse-risk allocation.
+
+    The final step is the top-down recursive division of the dendrogram, where the
+    assets weights are updated using a naive risk parity within clusters.
 
     It differs from the Hierarchical Risk Parity by exploiting the dendrogram shape
     during the top-down recursive division instead of bisecting it.
 
     .. note ::
 
-        The default linkage method is set to the Ward
-        variance minimization algorithm which is more stable and have better properties
-        than the single-linkage method [4]_.
+        The default linkage method is set to the Ward variance minimization algorithm,
+        which is more stable and has better properties than the single-linkage
+        method [4]_.
 
     Parameters
     ----------
@@ -113,7 +114,7 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
         allowed. If a float is provided, it is applied to each asset. `None` is
         equivalent to `+np.Inf` (no upper bound). If a dictionary is provided, its
         (key/value) pair must be the (asset name/asset maximum weight) and the input `X`
-        of the `fit` methods must be a DataFrame with the assets names in columns. When
+        of the `fit` method must be a DataFrame with the assets names in columns. When
         using a dictionary, assets values that are not provided are assigned a minimum
         weight of `1.0`. The default is 1.0 (each asset is below 100%).
 
@@ -132,7 +133,8 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
 
         with :math:`c_{i}` the transaction cost of asset i, :math:`w_{i}` its weight
         and :math:`w\_prev_{i}` its previous weight (defined in `previous_weights`).
-        The float :math:`total\_cost` is used in the portfolio expected return:
+        The float :math:`total\_cost` is impacting the portfolio expected return in the
+        optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_cost
 
@@ -141,7 +143,7 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset cost) and the input `X` of the `fit` methods must be a
+        (asset name/asset cost) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -150,7 +152,7 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
             Based on the above formula, the periodicity of the transaction costs
             needs to be homogenous to the periodicity of :math:`\mu`. For example, if
             the input `X` is composed of **daily** returns, the `transaction_costs` need
-            to be expressed in **daily** costs.
+            to be expressed as **daily** costs.
             (See :ref:`sphx_glr_auto_examples_1_mean_risk_plot_6_transaction_costs.py`)
 
     management_fees : float | dict[str, float] | array-like of shape (n_assets, ), default=0.0
@@ -160,7 +162,8 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
         .. math:: total\_fee = \sum_{i=1}^{N} f_{i} \times w_{i}
 
         with :math:`f_{i}` the management fee of asset i and :math:`w_{i}` its weight.
-        The float :math:`total\_fee` is used in the portfolio expected return:
+        The float :math:`total\_fee` is impacting the portfolio expected return in the
+        optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_fee
 
@@ -169,7 +172,7 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset fee) and the input `X` of the `fit` methods must be a
+        (asset name/asset fee) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -192,7 +195,7 @@ class HierarchicalEqualRiskContribution(BaseHierarchicalOptimization):
         Previous weights of the assets. Previous weights are used to compute the
         portfolio total cost. If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset previous weight) and the input `X` of the `fit` methods must
+        (asset name/asset previous weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         The default (`None`) means no previous weights.
 

skfolio/optimization/cluster/hierarchical/_hrp.py

@@ -26,12 +26,13 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
     Lopez de Prado [2]_.
 
     This algorithm uses a distance matrix to compute hierarchical clusters using the
-    Hierarchical Tree Clustering algorithm then uses seriation to rearrange the assets
-    in the dendrogram minimizing the distance between leafs.
+    Hierarchical Tree Clustering algorithm. It then employs seriation to rearrange the
+    assets in the dendrogram, minimizing the distance between leafs.
+
     The final step is the recursive bisection where each cluster is split between two
     sub-clusters by starting with the topmost cluster and traversing in a top-down
-    manner. For each sub-cluster we compute the total cluster risk of an inverse-risk
-    allocation. A weighting factor is then computed from these two sub-cluster risks
+    manner. For each sub-cluster, we compute the total cluster risk of an inverse-risk
+    allocation. A weighting factor is then computed from these two sub-cluster risks,
     which is used to update the cluster weight.
 
     .. note ::
@@ -39,7 +40,7 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
         method for the Hierarchical Tree Clustering algorithm. Here we generalize it to
         multiple risk measures and linkage methods.
         The default linkage method is set to the Ward
-        variance minimization algorithm which is more stable and have better properties
+        variance minimization algorithm, which is more stable and has better properties
         than the single-linkage method [4]_.
 
     Parameters
@@ -114,7 +115,7 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
         allowed. If a float is provided, it is applied to each asset. `None` is
         equivalent to `+np.Inf` (no upper bound). If a dictionary is provided, its
         (key/value) pair must be the (asset name/asset maximum weight) and the input `X`
-        of the `fit` methods must be a DataFrame with the assets names in columns. When
+        of the `fit` method must be a DataFrame with the assets names in columns. When
         using a dictionary, assets values that are not provided are assigned a minimum
         weight of `1.0`. The default is 1.0 (each asset is below 100%).
 
@@ -133,7 +134,7 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
 
         with :math:`c_{i}` the transaction cost of asset i, :math:`w_{i}` its weight
         and :math:`w\_prev_{i}` its previous weight (defined in `previous_weights`).
-        The float :math:`total\_cost` is used in the portfolio expected return:
+        The float :math:`total\_cost` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_cost
 
@@ -142,7 +143,7 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset cost) and the input `X` of the `fit` methods must be a
+        (asset name/asset cost) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -151,7 +152,7 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
             Based on the above formula, the periodicity of the transaction costs
             needs to be homogenous to the periodicity of :math:`\mu`. For example, if
             the input `X` is composed of **daily** returns, the `transaction_costs` need
-            to be expressed in **daily** costs.
+            to be expressed as **daily** costs.
             (See :ref:`sphx_glr_auto_examples_1_mean_risk_plot_6_transaction_costs.py`)
 
     management_fees : float | dict[str, float] | array-like of shape (n_assets, ), default=0.0
@@ -161,7 +162,7 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
         .. math:: total\_fee = \sum_{i=1}^{N} f_{i} \times w_{i}
 
         with :math:`f_{i}` the management fee of asset i and :math:`w_{i}` its weight.
-        The float :math:`total\_fee` is used in the portfolio expected return:
+        The float :math:`total\_fee` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_fee
 
@@ -170,7 +171,7 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset fee) and the input `X` of the `fit` methods must be a
+        (asset name/asset fee) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -193,7 +194,7 @@ class HierarchicalRiskParity(BaseHierarchicalOptimization):
         Previous weights of the assets. Previous weights are used to compute the
         portfolio total cost. If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset previous weight) and the input `X` of the `fit` methods must
+        (asset name/asset previous weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         The default (`None`) means no previous weights.
 

skfolio/optimization/convex/_base.py

@@ -100,7 +100,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         If a float is provided, it is applied to each asset.
         `None` is equivalent to `-np.Inf` (no lower bound).
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset minium weight) and the input `X` of the `fit` methods must
+        (asset name/asset minium weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         When using a dictionary, assets values that are not provided are assigned
         a minimum weight of `0.0`.
@@ -119,7 +119,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         If a float is provided, it is applied to each asset.
         `None` is equivalent to `+np.Inf` (no upper bound).
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset maximum weight) and the input `X` of the `fit` methods must
+        (asset name/asset maximum weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         When using a dictionary, assets values that are not provided are assigned
         a minimum weight of `1.0`.
@@ -172,7 +172,7 @@ class ConvexOptimization(BaseOptimization, ABC):
 
         with :math:`c_{i}` the transaction cost of asset i, :math:`w_{i}` its weight
         and :math:`w\_prev_{i}` its previous weight (defined in `previous_weights`).
-        The float :math:`total\_cost` is used in the portfolio expected return:
+        The float :math:`total\_cost` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_cost
 
@@ -181,7 +181,7 @@ class ConvexOptimization(BaseOptimization, ABC):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset cost) and the input `X` of the `fit` methods must be a
+        (asset name/asset cost) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -190,7 +190,7 @@ class ConvexOptimization(BaseOptimization, ABC):
             Based on the above formula, the periodicity of the transaction costs
             needs to be homogenous to the periodicity of :math:`\mu`. For example, if
             the input `X` is composed of **daily** returns, the `transaction_costs` need
-            to be expressed in **daily** costs.
+            to be expressed as **daily** costs.
             (See :ref:`sphx_glr_auto_examples_1_mean_risk_plot_6_transaction_costs.py`)
 
     management_fees : float | dict[str, float] | array-like of shape (n_assets, ), default=0.0
@@ -200,7 +200,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         .. math:: total\_fee = \sum_{i=1}^{N} f_{i} \times w_{i}
 
         with :math:`f_{i}` the management fee of asset i and :math:`w_{i}` its weight.
-        The float :math:`total\_fee` is used in the portfolio expected return:
+        The float :math:`total\_fee` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_fee
 
@@ -209,7 +209,7 @@ class ConvexOptimization(BaseOptimization, ABC):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset fee) and the input `X` of the `fit` methods must be a
+        (asset name/asset fee) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -233,7 +233,7 @@ class ConvexOptimization(BaseOptimization, ABC):
         portfolio cost and the portfolio turnover.
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset previous weight) and the input `X` of the `fit` methods must
+        (asset name/asset previous weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         The default (`None`) means no previous weights.
 
@@ -290,7 +290,7 @@ class ConvexOptimization(BaseOptimization, ABC):
 
         With "ref1", "ref2" ... the assets names or the groups names provided
         in the parameter `groups`. Assets names can be referenced without the need of
-        `groups` if the input `X` of the `fit` methods is a DataFrame with these
+        `groups` if the input `X` of the `fit` method is a DataFrame with these
         assets names in columns.
 
         Examples:
@@ -304,7 +304,7 @@ class ConvexOptimization(BaseOptimization, ABC):
     groups : dict[str, list[str]] or array-like of shape (n_groups, n_assets), optional
         The assets groups referenced in `linear_constraints`.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset groups) and the input `X` of the `fit` methods must be a
+        (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
         Examples:

skfolio/optimization/convex/_distributionally_robust.py

@@ -19,16 +19,16 @@ class DistributionallyRobustCVaR(ConvexOptimization):
 
     The Distributionally Robust CVaR model constructs a Wasserstein ball in the space of
     multivariate and non-discrete probability distributions centered at the uniform
-    distribution on the training samples, and find the allocation that minimize the CVaR
-    of the worst-case distribution within this Wasserstein ball.
+    distribution on the training samples and finds the allocation that minimizes the
+    CVaR of the worst-case distribution within this Wasserstein ball.
     Esfahani and Kuhn [1]_ proved that for piecewise linear objective functions,
     which is the case of CVaR [2]_, the distributionally robust optimization problem
     over a Wasserstein ball can be reformulated as finite convex programs.
 
-    Only piecewise linear function are supported which means that transaction costs and
-    regularization are not permitted.
+    Only piecewise linear functions are supported, which means that transaction costs
+    and regularization are not permitted.
 
-    A solver like `Mosek` that can handles a high number of constraints is preferred.
+    A solver like `Mosek` that can handle a high number of constraints is preferred.
 
     Parameters
     ----------
@@ -53,7 +53,7 @@ class DistributionallyRobustCVaR(ConvexOptimization):
         If a float is provided, it is applied to each asset.
         `None` is equivalent to `-np.Inf` (no lower bound).
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset minium weight) and the input `X` of the `fit` methods must
+        (asset name/asset minium weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         When using a dictionary, assets values that are not provided are assigned
         a minimum weight of `0.0`.
@@ -72,7 +72,7 @@ class DistributionallyRobustCVaR(ConvexOptimization):
         If a float is provided, it is applied to each asset.
         `None` is equivalent to `+np.Inf` (no upper bound).
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset maximum weight) and the input `X` of the `fit` methods must
+        (asset name/asset maximum weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         When using a dictionary, assets values that are not provided are assigned
         a minimum weight of `1.0`.
@@ -128,7 +128,7 @@ class DistributionallyRobustCVaR(ConvexOptimization):
 
         With "ref1", "ref2" ... the assets names or the groups names provided
         in the parameter `groups`. Assets names can be referenced without the need of
-        `groups` if the input `X` of the `fit` methods is a DataFrame with these
+        `groups` if the input `X` of the `fit` method is a DataFrame with these
         assets names in columns.
 
         Examples:
@@ -142,7 +142,7 @@ class DistributionallyRobustCVaR(ConvexOptimization):
     groups : dict[str, list[str]] or array-like of shape (n_groups, n_assets), optional
         The assets groups referenced in `linear_constraints`.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset groups) and the input `X` of the `fit` methods must be a
+        (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
         Examples:

skfolio/optimization/convex/_maximum_diversification.py

@@ -37,7 +37,7 @@ class MaximumDiversification(MeanRisk):
         If a float is provided, it is applied to each asset.
         `None` is equivalent to `-np.Inf` (no lower bound).
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset minium weight) and the input `X` of the `fit` methods must
+        (asset name/asset minium weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         When using a dictionary, assets values that are not provided are assigned
         a minimum weight of `0.0`.
@@ -56,7 +56,7 @@ class MaximumDiversification(MeanRisk):
         If a float is provided, it is applied to each asset.
         `None` is equivalent to `+np.Inf` (no upper bound).
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset maximum weight) and the input `X` of the `fit` methods must
+        (asset name/asset maximum weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         When using a dictionary, assets values that are not provided are assigned
         a minimum weight of `1.0`.
@@ -109,7 +109,7 @@ class MaximumDiversification(MeanRisk):
 
         with :math:`c_{i}` the transaction cost of asset i, :math:`w_{i}` its weight
         and :math:`w\_prev_{i}` its previous weight (defined in `previous_weights`).
-        The float :math:`total\_cost` is used in the portfolio expected return:
+        The float :math:`total\_cost` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_cost
 
@@ -118,7 +118,7 @@ class MaximumDiversification(MeanRisk):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset cost) and the input `X` of the `fit` methods must be a
+        (asset name/asset cost) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -127,7 +127,7 @@ class MaximumDiversification(MeanRisk):
             Based on the above formula, the periodicity of the transaction costs
             needs to be homogenous to the periodicity of :math:`\mu`. For example, if
             the input `X` is composed of **daily** returns, the `transaction_costs` need
-            to be expressed in **daily** costs.
+            to be expressed as **daily** costs.
             (See :ref:`sphx_glr_auto_examples_1_mean_risk_plot_6_transaction_costs.py`)
 
     management_fees : float | dict[str, float] | array-like of shape (n_assets, ), default=0.0
@@ -137,7 +137,7 @@ class MaximumDiversification(MeanRisk):
         .. math:: total\_fee = \sum_{i=1}^{N} f_{i} \times w_{i}
 
         with :math:`f_{i}` the management fee of asset i and :math:`w_{i}` its weight.
-        The float :math:`total\_fee` is used in the portfolio expected return:
+        The float :math:`total\_fee` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_fee
 
@@ -146,7 +146,7 @@ class MaximumDiversification(MeanRisk):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset fee) and the input `X` of the `fit` methods must be a
+        (asset name/asset fee) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -170,7 +170,7 @@ class MaximumDiversification(MeanRisk):
         portfolio cost and the portfolio turnover.
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset previous weight) and the input `X` of the `fit` methods must
+        (asset name/asset previous weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         The default (`None`) means no previous weights.
 
@@ -205,7 +205,7 @@ class MaximumDiversification(MeanRisk):
 
         With "ref1", "ref2" ... the assets names or the groups names provided
         in the parameter `groups`. Assets names can be referenced without the need of
-        `groups` if the input `X` of the `fit` methods is a DataFrame with these
+        `groups` if the input `X` of the `fit` method is a DataFrame with these
         assets names in columns.
 
         Examples:
@@ -219,7 +219,7 @@ class MaximumDiversification(MeanRisk):
     groups : dict[str, list[str]] or array-like of shape (n_groups, n_assets), optional
         The assets groups referenced in `linear_constraints`.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset groups) and the input `X` of the `fit` methods must be a
+        (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
         Examples:

skfolio/optimization/convex/_mean_risk.py

@@ -145,7 +145,7 @@ class MeanRisk(ConvexOptimization):
         If a float is provided, it is applied to each asset.
         `None` is equivalent to `-np.Inf` (no lower bound).
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset minium weight) and the input `X` of the `fit` methods must
+        (asset name/asset minium weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         When using a dictionary, assets values that are not provided are assigned
         a minimum weight of `0.0`.
@@ -164,7 +164,7 @@ class MeanRisk(ConvexOptimization):
         If a float is provided, it is applied to each asset.
         `None` is equivalent to `+np.Inf` (no upper bound).
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset maximum weight) and the input `X` of the `fit` methods must
+        (asset name/asset maximum weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         When using a dictionary, assets values that are not provided are assigned
         a minimum weight of `1.0`.
@@ -217,7 +217,7 @@ class MeanRisk(ConvexOptimization):
 
         with :math:`c_{i}` the transaction cost of asset i, :math:`w_{i}` its weight
         and :math:`w\_prev_{i}` its previous weight (defined in `previous_weights`).
-        The float :math:`total\_cost` is used in the portfolio expected return:
+        The float :math:`total\_cost` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_cost
 
@@ -226,7 +226,7 @@ class MeanRisk(ConvexOptimization):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset cost) and the input `X` of the `fit` methods must be a
+        (asset name/asset cost) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -235,7 +235,7 @@ class MeanRisk(ConvexOptimization):
             Based on the above formula, the periodicity of the transaction costs
             needs to be homogenous to the periodicity of :math:`\mu`. For example, if
             the input `X` is composed of **daily** returns, the `transaction_costs` need
-            to be expressed in **daily** costs.
+            to be expressed as **daily** costs.
             (See :ref:`sphx_glr_auto_examples_1_mean_risk_plot_6_transaction_costs.py`)
 
     management_fees : float | dict[str, float] | array-like of shape (n_assets, ), default=0.0
@@ -245,7 +245,7 @@ class MeanRisk(ConvexOptimization):
         .. math:: total\_fee = \sum_{i=1}^{N} f_{i} \times w_{i}
 
         with :math:`f_{i}` the management fee of asset i and :math:`w_{i}` its weight.
-        The float :math:`total\_fee` is used in the portfolio expected return:
+        The float :math:`total\_fee` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_fee
 
@@ -254,7 +254,7 @@ class MeanRisk(ConvexOptimization):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset fee) and the input `X` of the `fit` methods must be a
+        (asset name/asset fee) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -278,7 +278,7 @@ class MeanRisk(ConvexOptimization):
         portfolio cost and the portfolio turnover.
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset previous weight) and the input `X` of the `fit` methods must
+        (asset name/asset previous weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         The default (`None`) means no previous weights.
 
@@ -335,7 +335,7 @@ class MeanRisk(ConvexOptimization):
 
         With "ref1", "ref2" ... the assets names or the groups names provided
         in the parameter `groups`. Assets names can be referenced without the need of
-        `groups` if the input `X` of the `fit` methods is a DataFrame with these
+        `groups` if the input `X` of the `fit` method is a DataFrame with these
         assets names in columns.
 
         Examples:
@@ -349,7 +349,7 @@ class MeanRisk(ConvexOptimization):
     groups : dict[str, list[str]] or array-like of shape (n_groups, n_assets), optional
         The assets groups referenced in `linear_constraints`.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset groups) and the input `X` of the `fit` methods must be a
+        (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
         Examples:

skfolio/optimization/convex/_risk_budgeting.py

@@ -84,7 +84,7 @@ class RiskBudgeting(ConvexOptimization):
     risk_budget : dict[str, float] | array-like of shape (n_assets,), optional
         Risk budget allocated to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset risk budget) and the input `X` of the `fit` methods must be a
+        (asset name/asset risk budget) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default (`None`) is to use the identity vector, reducing the risk
         budgeting to a risk-parity (each asset contributing equally to the total risk).
@@ -101,7 +101,7 @@ class RiskBudgeting(ConvexOptimization):
         If a float is provided, it is applied to each asset.
         `None` is equivalent to `-np.Inf` (no lower bound).
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset minium weight) and the input `X` of the `fit` methods must
+        (asset name/asset minium weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         When using a dictionary, assets values that are not provided are assigned
         a minimum weight of `0.0`.
@@ -120,7 +120,7 @@ class RiskBudgeting(ConvexOptimization):
         If a float is provided, it is applied to each asset.
         `None` is equivalent to `+np.Inf` (no upper bound).
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset maximum weight) and the input `X` of the `fit` methods must
+        (asset name/asset maximum weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         When using a dictionary, assets values that are not provided are assigned
         a minimum weight of `1.0`.
@@ -142,7 +142,7 @@ class RiskBudgeting(ConvexOptimization):
 
         with :math:`c_{i}` the transaction cost of asset i, :math:`w_{i}` its weight
         and :math:`w\_prev_{i}` its previous weight (defined in `previous_weights`).
-        The float :math:`total\_cost` is used in the portfolio expected return:
+        The float :math:`total\_cost` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_cost
 
@@ -151,7 +151,7 @@ class RiskBudgeting(ConvexOptimization):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset cost) and the input `X` of the `fit` methods must be a
+        (asset name/asset cost) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -160,7 +160,7 @@ class RiskBudgeting(ConvexOptimization):
             Based on the above formula, the periodicity of the transaction costs
             needs to be homogenous to the periodicity of :math:`\mu`. For example, if
             the input `X` is composed of **daily** returns, the `transaction_costs` need
-            to be expressed in **daily** costs.
+            to be expressed as **daily** costs.
             (See :ref:`sphx_glr_auto_examples_1_mean_risk_plot_6_transaction_costs.py`)
 
     management_fees : float | dict[str, float] | array-like of shape (n_assets, ), default=0.0
@@ -170,7 +170,7 @@ class RiskBudgeting(ConvexOptimization):
         .. math:: total\_fee = \sum_{i=1}^{N} f_{i} \times w_{i}
 
         with :math:`f_{i}` the management fee of asset i and :math:`w_{i}` its weight.
-        The float :math:`total\_fee` is used in the portfolio expected return:
+        The float :math:`total\_fee` is impacting the portfolio expected return in the optimization:
 
         .. math:: expected\_return = \mu^{T} \cdot w - total\_fee
 
@@ -179,7 +179,7 @@ class RiskBudgeting(ConvexOptimization):
 
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset fee) and the input `X` of the `fit` methods must be a
+        (asset name/asset fee) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
         The default value is `0.0`.
 
@@ -203,7 +203,7 @@ class RiskBudgeting(ConvexOptimization):
         portfolio cost and the portfolio turnover.
         If a float is provided, it is applied to each asset.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset previous weight) and the input `X` of the `fit` methods must
+        (asset name/asset previous weight) and the input `X` of the `fit` method must
         be a DataFrame with the assets names in columns.
         The default (`None`) means no previous weights.
 
@@ -218,7 +218,7 @@ class RiskBudgeting(ConvexOptimization):
 
         With "ref1", "ref2" ... the assets names or the groups names provided
         in the parameter `groups`. Assets names can be referenced without the need of
-        `groups` if the input `X` of the `fit` methods is a DataFrame with these
+        `groups` if the input `X` of the `fit` method is a DataFrame with these
         assets names in columns.
 
         Examples:
@@ -232,7 +232,7 @@ class RiskBudgeting(ConvexOptimization):
     groups : dict[str, list[str]] or array-like of shape (n_groups, n_assets), optional
         The assets groups referenced in `linear_constraints`.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset groups) and the input `X` of the `fit` methods must be a
+        (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
         Examples:

skfolio/optimization/ensemble/_stacking.py

@@ -26,11 +26,13 @@ class StackingOptimization(BaseOptimization, BaseComposition):
     """Stack of optimizations with a final optimization.
 
     Stacking Optimization is an ensemble method that consists in stacking the output of
-    individual optimization estimators with a final optimization estimator.
+    individual portfolio optimizations with a final portfolio optimization.
 
-    The weights are the dot-product of individual estimators weights with the final
-    estimator weights. Stacking allows to use the strength of each individual estimator
-    by using their output as input of a final estimator.
+    The weights are the dot-product of individual optimizations weights with the final
+    optimization weights.
+
+    Stacking allows to use the strength of each individual portfolio optimization by
+    using their output as input of a final portfolio optimization.
 
     To avoid data leakage, out-of-sample estimates are used to fit the outer
     optimization.

skfolio/prior/_black_litterman.py

@@ -17,7 +17,7 @@ class BlackLitterman(BasePrior):
     """Black & Litterman Prior Model estimator.
 
     The Black & Litterman model [1]_ takes a Bayesian approach by using a prior estimate
-    of the assets expected returns and covariance matrix which are updated using the
+    of the assets expected returns and covariance matrix, which are updated using the
     analyst views to get a posterior estimate.
 
     Parameters
@@ -44,7 +44,7 @@ class BlackLitterman(BasePrior):
     groups : dict[str, list[str]] or array-like of strings of shape (n_groups, n_assets), optional
         The assets groups to be referenced in `views`.
         If a dictionary is provided, its (key/value) pair must be the
-        (asset name/asset groups) and the input `X` of the `fit` methods must be a
+        (asset name/asset groups) and the input `X` of the `fit` method must be a
         DataFrame with the assets names in columns.
 
         Examples:

skfolio/prior/_factor_model.py

@@ -120,10 +120,10 @@ class FactorModel(BasePrior):
 
     The purpose of Factor Models is to impose a structure on financial variables and
     their covariance matrix by explaining them through a small number of common factors.
-    This can help to overcome estimation error by reducing the number of parameters,
+    This can help overcome estimation error by reducing the number of parameters,
     i.e. the dimensionality of the estimation problem, making portfolio optimization
     more robust against noise in the data. Factor Models also provide a decomposition of
-    financial risk to systematic and security specific components.
+    financial risk into systematic and security-specific components.
 
     Parameters
     ----------

{skfolio-0.0.7.dist-info → skfolio-0.0.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: skfolio
-Version: 0.0.7
+Version: 0.0.9
 Summary: Portfolio optimization built on top of scikit-learn
 Author-email: Hugo Delatte <delatte.hugo@gmail.com>
 Maintainer-email: Hugo Delatte <delatte.hugo@gmail.com>
@@ -73,7 +73,6 @@ Requires-Dist: kaleido ; extra == 'docs'
 Requires-Dist: sphinx-copybutton ; extra == 'docs'
 Requires-Dist: numpydoc ; extra == 'docs'
 Requires-Dist: sphinx-togglebutton ; extra == 'docs'
-Requires-Dist: jupyterlite-sphinx ; extra == 'docs'
 Requires-Dist: sphinx-favicon ; extra == 'docs'
 Requires-Dist: sphinx-prompt ; extra == 'docs'
 Requires-Dist: sphinxext.opengraph ; extra == 'docs'
@@ -127,8 +126,10 @@ Requires-Dist: ruff ; extra == 'tests'
 
 
 **skfolio** is a Python library for portfolio optimization built on top of scikit-learn.
-It provides a unified interface and `sklearn` compatible tools to build, tune and
-cross-validate portfolio models. It is distributed under the 3-Clause BSD license.
+It offers a unified interface and tools compatible with scikit-learn to build, fine-tune,
+and cross-validate portfolio models.
+
+It is distributed under the open source 3-Clause BSD license.
 
 .. image:: https://raw.githubusercontent.com/skfolio/skfolio/master/docs/_static/expo.jpg
     :target: https://skfolio.org/auto_examples/
@@ -145,7 +146,7 @@ Important links
 Installation
 ~~~~~~~~~~~~
 
-To install skfolio::
+`skfolio` is available on PyPI and can be installed with::
 
     pip install -U skfolio
 
@@ -154,7 +155,7 @@ To install skfolio::
 Dependencies
 ~~~~~~~~~~~~
 
-skfolio requires:
+`skfolio` requires:
 
 - python (>= |PythonMinVersion|)
 - numpy (>= |NumpyMinVersion|)
@@ -167,30 +168,37 @@ skfolio requires:
 
 Key Concepts
 ~~~~~~~~~~~~
-Since the development of modern portfolio theory by Markowitz (1952), mean-variance optimization (MVO)
-has received considerable attention. Unfortunately it faces a number of shortcomings including high sensitivity to the
-input parameters (expected returns and covariance), weight concentration, high turnover and poor out-of-sample
-performance.
-It is well known that naive allocation (1/N, inverse-vol, ...) tend to outperform MVO out-of-sample (DeMiguel, 2007).
+Since the development of modern portfolio theory by Markowitz (1952), mean-variance
+optimization (MVO) has received considerable attention.
+
+Unfortunately, it faces a number of shortcomings, including high sensitivity to the
+input parameters (expected returns and covariance), weight concentration, high turnover,
+and poor out-of-sample performance.
+
+It is well known that naive allocation (1/N, inverse-vol, etc.) tends to outperform
+MVO out-of-sample (DeMiguel, 2007).
 
-Numerous approaches have been developed to alleviate these shortcomings (shrinkage, bayesian approaches,
-additional constraints, regularization, uncertainty set, higher moments, coherent risk measures,
-left-tail risk optimization, distributionally robust optimization, factor model, risk-parity, hierarchical clustering,
-ensemble methods...)
+Numerous approaches have been developed to alleviate these shortcomings (shrinkage,
+additional constraints, regularization, uncertainty set, higher moments, Bayesian
+approaches, coherent risk measures, left-tail risk optimization, distributionally robust
+optimization, factor model, risk-parity, hierarchical clustering, ensemble methods,
+pre-selection, etc.).
 
-With this large number of methods, added to the fact that they can be composed together there is the need for an
-unified framework to perform model selection, validation and parameter tuning while reducing the risk of data leakage
-and overfitting. This framework is build on scikit-learn's API.
+With this large number of methods, added to the fact that they can be composed together,
+there is a need for a unified framework with a machine learning approach to perform
+model selection, validation, and parameter tuning while reducing the risk of data
+leakage and overfitting.
+
+This framework is built on scikit-learn's API.
 
 Available models
 ~~~~~~~~~~~~~~~~
-The current release contains:
 
-* Optimization estimators:
+* Portfolio Optimization:
     * Naive:
         * Equal-Weighted
         * Inverse-Volatility
-        * Random (dirichlet)
+        * Random (Dirichlet)
     * Convex:
         * Mean-Risk
         * Risk Budgeting
@@ -200,27 +208,27 @@ The current release contains:
         * Hierarchical Risk Parity
         * Hierarchical Equal Risk Contribution
         * Nested Clusters Optimization
-    * Ensemble methods:
+    * Ensemble Methods:
         * Stacking Optimization
 
-* Moment estimators:
-    * Expected Returns:
-        * Empirical
-        * Exponentially Weighted
-        * Equilibrium
-        * Shrinkage (James-Stein, Bayes-Stein, ...)
-    * Covariance:
-        * Empirical
-        * Gerber
-        * Denoising
-        * Denoting
-        * Exponentially Weighted
-        * Ledoit-Wolf
-        * Oracle Approximating Shrinkage
-        * Shrunk Covariance
-        * Graphical lasso CV
-
-* Distance estimator:
+* Expected Returns Estimator:
+    * Empirical
+    * Exponentially Weighted
+    * Equilibrium
+    * Shrinkage
+
+* Covariance Estimator:
+    * Empirical
+    * Gerber
+    * Denoising
+    * Denoting
+    * Exponentially Weighted
+    * Ledoit-Wolf
+    * Oracle Approximating Shrinkage
+    * Shrunk Covariance
+    * Graphical Lasso CV
+
+* Distance Estimator:
     * Pearson Distance
     * Kendall Distance
     * Spearman Distance
@@ -228,12 +236,12 @@ The current release contains:
     * Distance Correlation
     * Variation of Information
 
-* Prior estimators:
+* Prior Estimator:
     * Empirical
     * Black & Litterman
     * Factor Model
 
-* Uncertainty Set estimators:
+* Uncertainty Set Estimator:
     * On Expected Returns:
         * Empirical
         * Circular Bootstrap
@@ -241,18 +249,18 @@ The current release contains:
         * Empirical
         * Circular bootstrap
 
-* Pre-Selection transformers:
+* Pre-Selection Transformer:
     * Non-Dominated Selection
     * Select K Extremes (Best or Worst)
     * Drop Highly Correlated Assets
 
 * Cross-Validation and Model Selection:
-    * Compatible with all `sklearn` methods (KFold, ...)
+    * Compatible with all `sklearn` methods (KFold, etc.)
     * Walk Forward
-    * Combinatorial Purged Cross-validation
+    * Combinatorial Purged Cross-Validation
 
 * Hyper-Parameter Tuning:
-    * Compatible with all `sklearn` methods (GridSearchCV, RandomizedSearchCV, ...)
+    * Compatible with all `sklearn` methods (GridSearchCV, RandomizedSearchCV)
 
 * Risk Measures:
     * Variance
@@ -276,9 +284,24 @@ The current release contains:
     * Skew
     * Kurtosis
 
+* Optimization Features:
+    * Minimize Risk
+    * Maximize Returns
+    * Maximize Utility
+    * Maximize Ratio
+    * Transaction Costs
+    * Management Fees
+    * L1 and L2 Regularization
+    * Weight Constraints
+    * Group Constraints
+    * Budget Constraints
+    * Tracking Error Constraints
+    * Turnover Constraints
+
 Quickstart
 ~~~~~~~~~~
-The code snippets below are designed to introduce ``skfolio``'s functionality so you can start using it quickly.
+The code snippets below are designed to introduce the functionality of `skfolio` so you
+can start using it quickly. It follows the same API as scikit-learn.
 
 Imports
 -------
@@ -590,9 +613,9 @@ Combinatorial Purged Cross-Validation
 Recognition
 ~~~~~~~~~~~
 
-We would like to thanks all contributors behind our direct dependencies like
-scikit-learn and cvxpy but also the contributors of the following packages that
-were a source of inspiration:
+We would like to thank all contributors behind our direct dependencies, such as
+scikit-learn and cvxpy, but also the contributors of the following packages that were a
+source of inspiration:
 
     * PyPortfolioOpt
     * Riskfolio-Lib
@@ -605,11 +628,11 @@ were a source of inspiration:
 Citation
 ~~~~~~~~
 
-If you use skfolio in a scientific publication, we would appreciate citations:
+If you use `skfolio` in a scientific publication, we would appreciate citations:
 
 Bibtex entry::
 
-    @misc{riskfolio,
+    @misc{skfolio,
           author = {Hugo Delatte},
           title = {skfolio},
           year  = {2023},

{skfolio-0.0.7.dist-info → skfolio-0.0.9.dist-info}/RECORD

@@ -18,7 +18,7 @@ skfolio/measures/_measures.py,sha256=GyMeyJAK9m6OkAd6o6gKyoWnwM1kbpM14156JjPGitA
 skfolio/metrics/__init__.py,sha256=MomHJ5_bgjq4qUwGS2bfhNmG_ld0oQ4wK6y0Yy_Eonc,75
 skfolio/metrics/_scorer.py,sha256=f5JYeKWu6Xmr4kbuKnWNmrQGwUzFNif1JCooVD_wgyM,4048
 skfolio/model_selection/__init__.py,sha256=QYYm5lYyioZuPnsTu-b3lz-tCcl3Gwrx-y9IIvep13A,453
-skfolio/model_selection/_combinatorial.py,sha256=_RtlOCQmFpLcv2Fi5J27yCp9-edKcrOlFkkz8VDwKXA,14455
+skfolio/model_selection/_combinatorial.py,sha256=Bq9w7awDbx0DxqbD9X7YrST_TNRlv5gKkTNb_q8dFcc,14458
 skfolio/model_selection/_validation.py,sha256=WkLBFtkj7plXbj4WYbbgWkVQNOx4UXM1Xf0Wz565T-A,7386
 skfolio/model_selection/_walk_forward.py,sha256=Amg3c2yjIEZQgWqcZQHRfusx56Pt6quW2CHTWnCIid0,7282
 skfolio/moments/__init__.py,sha256=vxm3b76SPjQgjsNsrR3DNY4FvKylGA7vDHMJwm5cR5U,746
@@ -29,22 +29,22 @@ skfolio/moments/expected_returns/__init__.py,sha256=NETEcKKYKsQvzUU4ZIq6mgT14zdr
 skfolio/moments/expected_returns/_base.py,sha256=RCheYVmvi7W5XFliI0vvO42PQdyxYtQbVoRakxN1WsU,697
 skfolio/moments/expected_returns/_expected_returns.py,sha256=BarbKe5JdvZSAzwPKYUnzTkuPL_QtAvw0WvF8m_KEiE,13131
 skfolio/optimization/__init__.py,sha256=vXIbwWJL48zJ1jy7ZB2PPBVx7rZo0vVA8QQQuD-L6ts,1021
-skfolio/optimization/_base.py,sha256=-0XRxeXEghZSSLAdwBOc76oKsd9q4k8CnvSUAwhUaqk,5275
+skfolio/optimization/_base.py,sha256=F7tEp5jlUTgn1TcrywYav823RLTb_AswUj6sD3vJa8k,5275
 skfolio/optimization/cluster/__init__.py,sha256=M3xVdYhNKp4e9CB7hzb4yjTxkkNCHh7Mt_KGFFrkOgs,388
-skfolio/optimization/cluster/_nco.py,sha256=ltwLdU32ofA6Geomn8hpjX7RnTB_jT4ULeK6SX3mSMQ,14573
+skfolio/optimization/cluster/_nco.py,sha256=SRJ1vHz7aHGCYfFLIKanKyephN8Y_GeQt-qef7LfSz8,14577
 skfolio/optimization/cluster/hierarchical/__init__.py,sha256=YnfcPHvjwB6kcG4hoQqc0NqIJKaG7OjBtmXNbOxCq08,405
-skfolio/optimization/cluster/hierarchical/_base.py,sha256=c8KMLMHsQP3-ug_uvg9WpHUJ9FMyfQYqo1mc7oOdJKs,16996
-skfolio/optimization/cluster/hierarchical/_herc.py,sha256=D9Wx0tpDLPmEBXAuYG3-P9wySNRxndsT01ydHlsnhz0,16995
-skfolio/optimization/cluster/hierarchical/_hrp.py,sha256=XNOTT0d1mvUmTxSVlqWsZRLdJ5ONNZ2QwuYE4uxo7eE,15890
+skfolio/optimization/cluster/hierarchical/_base.py,sha256=ClJaDJIFkr50Y-HI9TtExf9z27wGRSbSJpO9i2KG3hg,17036
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+skfolio/optimization/cluster/hierarchical/_hrp.py,sha256=JF3kbD7ABmG-LjOjkxod6VxM3vo6jYI1UaLBUcTA-A4,15941
 skfolio/optimization/convex/__init__.py,sha256=F6BPFikTo0B-7JCKazqLGEwM3RkgTNbFm5GAGkaq9Uo,570
-skfolio/optimization/convex/_base.py,sha256=Wb5IV1hXxuxfdiHMzHInl2FiR2ey5nptBxyEvzFUIwE,75239
-skfolio/optimization/convex/_distributionally_robust.py,sha256=V8t1UEdxtFB1EXGkxC3Dpi72H3QAlqLH_bk_F1nDUBI,17289
-skfolio/optimization/convex/_maximum_diversification.py,sha256=tF6b4yzscyORfI6ljVaUDEFE8eNm1egbDlvKy9ZQkDg,19077
-skfolio/optimization/convex/_mean_risk.py,sha256=xRB-rqSN0USPNzG73hyRXySJSijwV8HILOmeRCL3Kyk,42942
-skfolio/optimization/convex/_risk_budgeting.py,sha256=dVSOvpBOsdUNpzjvmNVCbc5oo2p62CnOvUQXHyVXxUw,23433
+skfolio/optimization/convex/_base.py,sha256=Zj4fXHlqms-fWTD_cKPhXCm9WADb2W54nzG5-W7JBEk,75276
+skfolio/optimization/convex/_distributionally_robust.py,sha256=LIPyWUseAfqq5cg1iBVUZeh42R1cgzMO2VTD7IisXlw,17287
+skfolio/optimization/convex/_maximum_diversification.py,sha256=t8GZYcFfOMxTU4seecnobWp_o0zYbBPU8E9sx41yzTE,19114
+skfolio/optimization/convex/_mean_risk.py,sha256=y_6H9IbcJR_Np3W2lvgju3BvF0ELYvvr1O--COnnZjI,42979
+skfolio/optimization/convex/_risk_budgeting.py,sha256=EVYU1Fv2suiEM27eXCBlE0cEDez7TufZAIgzoDxAAZM,23469
 skfolio/optimization/ensemble/__init__.py,sha256=8TXxcxH2_gG3C1xtgQj9OHHr0Le8lhdejtlURL6T3ZY,158
 skfolio/optimization/ensemble/_base.py,sha256=yHQGOfI59lR5_Yd02M83eO6NTw-7D7s-ryuN74UOe2w,3271
-skfolio/optimization/ensemble/_stacking.py,sha256=-0X41QGyKh7VVbrXqGqF1MvUUgh5YFFV-T4M95cR7NQ,12887
+skfolio/optimization/ensemble/_stacking.py,sha256=d9sQEujDkH8jCBgtP8MUNGt_kOmx6KFO90oXHp-Hey4,12924
 skfolio/optimization/naive/__init__.py,sha256=Dkr55R48urC-jfYN007NTbei16N91Na_EDYLVqzhGgQ,147
 skfolio/optimization/naive/_naive.py,sha256=sadsU8TnNRf28EDLg-KZ4yJm2FvV204vdsb1MhVJyMQ,5561
 skfolio/population/__init__.py,sha256=rsPPMUv95aTK7vmpPeQwF8NzFuBwk6RDo5g4HNaPzNM,80
@@ -59,9 +59,9 @@ skfolio/preprocessing/__init__.py,sha256=15A1bzfPsbfxxXgGP1gstf4R0E_347Wn18z5W5j
 skfolio/preprocessing/_returns.py,sha256=mSheHksBPIuRd9cCFq1r4f3wyChdY6wMa-1j7NoBiFw,3819
 skfolio/prior/__init__.py,sha256=jql8NTiWlykPKJUXTOPdqm531mP8Pul1QAR6hXTXA6c,446
 skfolio/prior/_base.py,sha256=jjXioNBLCgNdDhAwU0ASPjKBLCjkO0vsh4slDBlF9FA,1906
-skfolio/prior/_black_litterman.py,sha256=XMe5n7SgcOO2fleKEFuQOnuihUKWYW9NlORVLF3aLkc,9175
+skfolio/prior/_black_litterman.py,sha256=ejK-XWyuu6GsVTH8NtxUlU9cXED_ooh9NjgWQjCvlWQ,9175
 skfolio/prior/_empirical.py,sha256=fo-29PZUBE5sXBnXktrfMlQe2HB0hBtOKkIyMG_S_wI,5718
-skfolio/prior/_factor_model.py,sha256=SoCtv5zfNFTBViYUoiucC2JL4jg86ViyUBHaFbboqtg,9352
+skfolio/prior/_factor_model.py,sha256=gA6l6yxOHUa8Bs_SpKq6-Vqskpa8KCYfoENMUpPc8tI,9351
 skfolio/uncertainty_set/__init__.py,sha256=LlMHtYv9G9fgtM7m4sCSToS9et57Pm2Q2gGchTVrj6c,617
 skfolio/uncertainty_set/_base.py,sha256=IMuDPhX6VszpLWDku11AQCVkoK_aSnUgWfTuSReX2Z8,3280
 skfolio/uncertainty_set/_bootstrap.py,sha256=f2a0IqbtTpHcuoYXNIi-gxpo-MJtAK5TF2EkOrlqB2A,10044
@@ -72,8 +72,8 @@ skfolio/utils/equations.py,sha256=iaROYx9jEIGTlbout872OQ1SakvMxa0K1NdXM5sIvbg,11
 skfolio/utils/sorting.py,sha256=DcnK37pXYjH3RRFjaz3cpL9f3ATtgRgUHL1HmeidcUc,3483
 skfolio/utils/stats.py,sha256=x92lyfKacQSr4f_CL07kc5NSdL6BlBfV_whmFpj9H5U,12914
 skfolio/utils/tools.py,sha256=h0vlk54dthRcHbiMcWAcRkIjeappLb88ZrlJXFREp7k,15177
-skfolio-0.0.7.dist-info/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
-skfolio-0.0.7.dist-info/METADATA,sha256=jQvwC-hn34k1Iz5BWXjurladI1FPX6JG0CcQNTbO7J0,18632
-skfolio-0.0.7.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
-skfolio-0.0.7.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
-skfolio-0.0.7.dist-info/RECORD,,
+skfolio-0.0.9.dist-info/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
+skfolio-0.0.9.dist-info/METADATA,sha256=YeCCFWNF9famiXPJXF4T9bsNMbzQgexDzqnlShdZ6a4,18946
+skfolio-0.0.9.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
+skfolio-0.0.9.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
+skfolio-0.0.9.dist-info/RECORD,,