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Author:
Artur Sepp
Summary:
Sparse multi-output factor-model estimation with sign constraints, prior-centered shrinkage, data-driven grouped penalties, and consistent factor covariance assembly
Latest version:
1.0.4
Required dependencies:
cvxpy
|
numpy
|
openpyxl
|
pandas
|
scipy
Optional dependencies:
ecos
|
furo
|
joblib
|
myst-parser
|
numpydoc
|
pyarrow
|
pyyaml
|
scs
|
sphinx
|
sphinxcontrib-mermaid
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