skfolio 0.10.1__tar.gz → 0.10.2__tar.gz

{skfolio-0.10.1/src/skfolio.egg-info → skfolio-0.10.2}/PKG-INFO

@@ -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 → skfolio-0.10.2}/README.rst

@@ -84,7 +84,6 @@ Installation
     pip install -U skfolio
 
 
-
 Dependencies
 ~~~~~~~~~~~~
 
@@ -100,6 +99,23 @@ 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
@@ -708,7 +724,7 @@ 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
@@ -717,6 +733,7 @@ served as sources of inspiration:
     * microprediction
     * statsmodels
     * rsome
+    * danielppalomar.com
     * gautier.marti.ai
 
 
@@ -725,12 +742,25 @@ 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 → skfolio-0.10.2}/pyproject.toml

@@ -4,10 +4,11 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "skfolio"
-version = "0.10.1"
+version = "0.10.2"
 maintainers = [
     { name = "Hugo Delatte", email = "delatte.hugo@gmail.com" },
-    { name = "Matteo Manzi", email = "matteomanzi09@gmail.com" }
+    { name = "Matteo Manzi", email = "matteomanzi09@gmail.com" },
+    { name = "Carlo Nicolini", email = "c.nicolini@ipazia.com" }
 ]
 authors = [
     { name = "Hugo Delatte", email = "delatte.hugo@gmail.com" },

{skfolio-0.10.1 → skfolio-0.10.2}/src/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 → skfolio-0.10.2/src/skfolio.egg-info}/PKG-INFO

@@ -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}
+        }