dev-python/fortitudo-tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Runtime Dependencies
fortitudo-tech-1.2.2
<dev-python/scipy-2.0[python_targets_python3_11
(-)
?
,python_targets_python3_12
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?
,python_targets_python3_13
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?
]
<dev-python/cvxopt-2.0.0[python_targets_python3_11
(-)
?
,python_targets_python3_12
(-)
?
,python_targets_python3_13
(-)
?
]
>=dev-python/pandas-1.3.4[python_targets_python3_11
(-)
?
,python_targets_python3_12
(-)
?
,python_targets_python3_13
(-)
?
]
>=dev-python/numpy-2.0[python_targets_python3_11
(-)
?
,python_targets_python3_12
(-)
?
,python_targets_python3_13
(-)
?
]
<dev-python/matplotlib-4.0[python_targets_python3_11
(-)
?
,python_targets_python3_12
(-)
?
,python_targets_python3_13
(-)
?
]
python_targets_python3_11?
( dev-lang/python:3.11 )
python_targets_python3_12?
( dev-lang/python:3.12 )
python_targets_python3_13?
( dev-lang/python:3.13 )


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