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Pull requests: skfolio/skfolio

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Pull requests list

feat(optimization): add an explicit solver sequence to the convex estimators
#321 opened Sep 16, 2026 by tschm Contributor Loading…
1
build: document the indirect runtime dependencies and gate deptry in CI
#320 opened Sep 16, 2026 by tschm Contributor Loading…
1
1
[ENH] Optimize Gini mean difference with constraint generation
#295 opened Sep 9, 2026 by albystack Contributor Loading…
1
4
fix(optimization): retry a failed solve with a fallback solver
#293 opened Sep 9, 2026 by tschm Contributor Loading…
1
4
fix(portfolio): annualize the whole ratio so risk_free_rate keeps one unit
#288 opened Sep 5, 2026 by WatchTree-19 Contributor Loading…
[DOC] Add GraphicalLassoCV covariance example
#264 opened Aug 27, 2026 by albystack Contributor Loading…
1 task done
1
3
feat(moments): add GeodesicShrinkageCovariance estimator
#259 opened Aug 25, 2026 by lcrmorin Loading…
@HugoDelatte
22
Add multiple_testing_hurdle: the Harvey & Liu (2020) double bootstrap
#257 opened Aug 15, 2026 by ipezygj Loading…
Add deflated_sharpe_ratio and expected_max_sharpe_ratio measures
#255 opened Aug 7, 2026 by ipezygj Loading…
@HugoDelatte
9
feat(portfolio): add plot_composition_treemap and asset_groups attribute
#248 opened Jul 9, 2026 by vsaraikin Loading…
1
@HugoDelatte
[ENH] Add graph distance estimator for asset adjacency
#244 opened Jun 21, 2026 by anmol0705 Contributor Loading…
7 tasks done
@HugoDelatte
[ENH] Add Prior to Support Non-Linear Instruments
#207 opened Dec 10, 2025 by BrandtWP Contributor • Draft
1 of 3 tasks
8
[ENH] SubsetResampling issue #5.
#9 opened Jan 16, 2024 by CarloNicolini Collaborator Loading…
2 tasks
@HugoDelatte
3
ProTip! Updated in the last three days: updated:>2026-09-13.