skfolio 0.10.1__py3-none-any.whl → 0.10.2__py3-none-any.whl

skfolio/prior/_empirical.py

@@ -191,6 +191,7 @@ class EmpiricalPrior(BasePrior):
             # horizon
             mu = np.exp(mu + 0.5 * np.diag(covariance))
             covariance = np.outer(mu, mu) * (np.exp(covariance) - 1)
+            mu -= 1
 
         # we validate and convert to numpy after all models have been fitted to keep
         # features names information.

{skfolio-0.10.1.dist-info → skfolio-0.10.2.dist-info}/METADATA

@@ -1,9 +1,9 @@
 Metadata-Version: 2.4
 Name: skfolio
-Version: 0.10.1
+Version: 0.10.2
 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>, Matteo Manzi <matteomanzi09@gmail.com>
+Maintainer-email: Hugo Delatte <delatte.hugo@gmail.com>, Matteo Manzi <matteomanzi09@gmail.com>, Carlo Nicolini <c.nicolini@ipazia.com>
 License: BSD 3-Clause License
         
         Copyright (c) 2007-2023 The skfolio developers.
@@ -176,7 +176,6 @@ Installation
     pip install -U skfolio
 
 
-
 Dependencies
 ~~~~~~~~~~~~
 
@@ -192,6 +191,23 @@ Dependencies
 - joblib (>= |JoblibMinVersion|)
 - plotly (>= |PlotlyMinVersion|)
 
+Docker
+~~~~~~
+
+You can also spin up a reproducible JupyterLab environment using Docker:
+
+Build the image::
+
+    docker build -t skfolio-jupyterlab .
+
+Run the container::
+
+    docker run -p 8888:8888 -v <path-to-your-folder-containing-data>:/app/data -it skfolio-jupyterlab
+
+Browse:
+
+Open localhost:8888/lab and start using `skfolio`
+
 Key Concepts
 ~~~~~~~~~~~~
 Since the development of modern portfolio theory by Markowitz (1952), mean-variance
@@ -800,7 +816,7 @@ Recognition
 ~~~~~~~~~~~
 
 We would like to thank all contributors to our direct dependencies, such as
-scikit-learn and cvxpy, as well as the contributors of the following resources that
+`scikit-learn <https://github.com/scikit-learn/scikit-learn>`_ and `cvxpy <https://github.com/cvxpy/cvxpy>`_, as well as the contributors of the following resources that
 served as sources of inspiration:
 
     * PyPortfolioOpt
@@ -809,6 +825,7 @@ served as sources of inspiration:
     * microprediction
     * statsmodels
     * rsome
+    * danielppalomar.com
     * gautier.marti.ai
 
 
@@ -817,12 +834,25 @@ Citation
 
 If you use `skfolio` in a scientific publication, we would appreciate citations:
 
-Bibtex entry::
-
-    @misc{skfolio,
-      author = {Delatte, Hugo and Nicolini, Carlo},
-      title = {skfolio},
-      year  = {2023},
-      url   = {https://github.com/skfolio/skfolio}
-    }
+**The library**::
+
+        @software{skfolio,
+          title     = {skfolio},
+          author    = {Delatte, Hugo and Nicolini, Carlo and Manzi, Matteo},
+          year      = {2024},
+          doi       = {TBD after next release},
+          url       = {https://github.com/skfolio/skfolio}
+        }
+
+**The paper**::
+
+        @article{nicolini2025skfolio,
+          title         = {skfolio: Portfolio Optimization in Python},
+          author        = {Nicolini, Carlo and Manzi, Matteo and Delatte, Hugo},
+          journal       = {arXiv preprint arXiv:2507.04176},
+          year          = {2025},
+          eprint        = {2507.04176},
+          archivePrefix = {arXiv},
+          url           = {https://arxiv.org/abs/2507.04176}
+        }
 

{skfolio-0.10.1.dist-info → skfolio-0.10.2.dist-info}/RECORD

@@ -99,7 +99,7 @@ skfolio/preprocessing/_returns.py,sha256=6G5qJIVHGnIoeBNAqpJTB-569g9NeXVIyrz033b
 skfolio/prior/__init__.py,sha256=4bi4u7Y-D9vLKb0nxlAXYEZUuYkjPXQcC7qlYUu_DMA,720
 skfolio/prior/_base.py,sha256=aSqyhBYc35RpWq4XpM3UsOu88Bvxbqn7QhctK9bP0I0,2217
 skfolio/prior/_black_litterman.py,sha256=oRH6wUjsL5bkjiNbVtxaIPMNi34rqPp7WBmDbJiklKM,10675
-skfolio/prior/_empirical.py,sha256=zRceQNsbeWdkZHIaFvO91AhZTqkPd8YE2f60cK39M-U,7486
+skfolio/prior/_empirical.py,sha256=f_5PTd3orjIXIaqWEs9fPffnStNLXe3Y_-PZ1dc0p3U,7506
 skfolio/prior/_entropy_pooling.py,sha256=x4qd-bU52ZGePwduPNY5fBhWwrNHfI77oWp5x0KyLPc,59285
 skfolio/prior/_factor_model.py,sha256=lbXFsuidDJvLBX7fwp6fXXvgdL3MzkL5lJCx7HEABcA,12241
 skfolio/prior/_opinion_pooling.py,sha256=dBZ8TjlAOKWA9lZFD4DS_PH5HG8iZYgtNrJLPnqwX0o,19055
@@ -116,8 +116,8 @@ skfolio/utils/figure.py,sha256=2U0PuHRuza_1N6o_fWD8amNDc0IhgfzM5owFl3zBzwg,5744
 skfolio/utils/sorting.py,sha256=F7gfIBfnulfDUiqvzrlR-pba4PPLJT6NH7-5s4sdRhw,3521
 skfolio/utils/stats.py,sha256=glVHo7rjwy06dl5kkULLOADMrEkVJcfXXAz-1qmYQL4,17005
 skfolio/utils/tools.py,sha256=XQ-bkbhIqBTuv_ZLK-vDnDx8NGFCFvmWoJF8Ui1tj38,23020
-skfolio-0.10.1.dist-info/licenses/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
-skfolio-0.10.1.dist-info/METADATA,sha256=LwEyMOUgw9X1asJvXVAVvkNSYeKXvqo35bZsZBFQ28o,25136
-skfolio-0.10.1.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-skfolio-0.10.1.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
-skfolio-0.10.1.dist-info/RECORD,,
+skfolio-0.10.2.dist-info/licenses/LICENSE,sha256=F6Gi-ZJX5BlVzYK8R9NcvAkAsKa7KO29xB1OScbrH6Q,1526
+skfolio-0.10.2.dist-info/METADATA,sha256=GO42LTbqL_TT9Ml1TWGrTTIM_KPKg0lTx_yyoYxqxgU,26181
+skfolio-0.10.2.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+skfolio-0.10.2.dist-info/top_level.txt,sha256=NXEaoS9Ms7t32gxkb867nV0OKlU0KmssL7IJBVo0fJs,8
+skfolio-0.10.2.dist-info/RECORD,,