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cvxgrp / cov_pred_finance / 5755482872 / 3
98%
main: 98%

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DEFAULT BRANCH: main
Ran 03 Aug 2023 08:45PM UTC
Files 8
Run time 0s
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03 Aug 2023 08:43PM UTC coverage: 99.816% (+0.9%) from 98.943%
5755482872.3

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67 large universe portfolios (#88)

* exp

* experiments

* low rank ewma works

* low rank ewma

* em algorithm for factor model

* experiments

* removed mosek

* removed ccp reg

* combinations

* merged

* black

* typo

* removed tqdm dep

* make

* precommit

---------

Co-authored-by: Thomas Schmelzer <thomas.schmelzer@gmail.com>

543 of 544 relevant lines covered (99.82%)

1.0 hits per line

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