tag:crantastic.org,2005:/packages/tawnyLatest activity for tawny2020-04-14T03:15:14Zcrantastic.orgtag:crantastic.org,2005:TimelineEvent/740532018-04-20T19:42:48Z2018-04-20T19:42:48Ztawny was upgraded to version 2.1.7<a href="/packages/tawny">tawny</a> was <span class="action">upgraded</span> to version <a href="/packages/tawny/versions/70689">2.1.7</a><br /><h3>Package description:</h3><p>Portfolio optimization typically requires an estimate of a covariance matrix of asset returns. There are many approaches for constructing such a covariance matrix, some using the sample covariance matrix as a starting point. This package provides implementations for two such methods: random matrix theory and shrinkage estimation. Each method attempts to clean or remove noise related to the sampling process from the sample covariance matrix.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/527992016-07-10T17:21:39Z2016-07-10T17:21:39Ztawny was upgraded to version 2.1.6<a href="/packages/tawny">tawny</a> was <span class="action">upgraded</span> to version <a href="/packages/tawny/versions/50959">2.1.6</a><br /><h3>Package description:</h3><p>Portfolio optimization typically requires an estimate of a covariance matrix of asset returns. There are many approaches for constructing such a covariance matrix, some using the sample covariance matrix as a starting point. This package provides implementations for two such methods: random matrix theory and shrinkage estimation. Each method attempts to clean or remove noise related to the sampling process from the sample covariance matrix.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/291682013-02-06T15:11:45Z2013-02-06T15:11:45Ztawny was upgraded to version 2.1.0<a href="/packages/tawny">tawny</a> was <span class="action">upgraded</span> to version <a href="/packages/tawny/versions/24945">2.1.0</a><br /><h3>Package description:</h3><p>Portfolio optimization typically requires an estimate of a covariance matrix of asset returns. There are many approaches for constructing such a covariance matrix, some using the sample covariance matrix as a starting point. This package provides implementations for two such methods: random matrix theory and shrinkage estimation. Each method attempts to clean or remove noise related to the sampling process from the sample covariance matrix.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/75572010-07-16T11:05:00Z2010-07-16T11:05:00Ztawny was upgraded to version 1.2.1<a href="/packages/tawny">tawny</a> was <span class="action">upgraded</span> to version <a href="/packages/tawny/versions/8006">1.2.1</a><br /><h3>Package description:</h3><p>Portfolio optimization typically requires an estimate of a covariance matrix of asset returns. There are many approaches for constructing such a covariance matrix, some using the sample covariance matrix as a starting point. This package provides implementations for two such methods: random matrix theory and shrinkage estimation. Each method attempts to clean or remove noise related to the sampling process from the sample covariance matrix.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/282009-06-22T08:52:21Z2009-06-22T08:52:21Ztawny was upgraded to version 1.1.0<a href="/packages/tawny">tawny</a> was <span class="action">upgraded</span> to version <a href="/packages/tawny/versions/3612">1.1.0</a><br /><h3>Package description:</h3><p>Portfolio optimization typically requires an estimate of a covariance matrix of asset returns. There are many approaches for constructing such a covariance matrix, some using the sample covariance matrix as a starting point. This package provides implementations for two such methods: random matrix theory and shrinkage estimation. Each method attempts to clean or remove noise related to the sampling process from the sample covariance matrix.</p>crantastic.org