Fortitudo-tech

Latest version: v1.1.1

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Page 5 of 7

Not secure

CVaR alpha bugfix and minor readability improvements

Not secure

Added portfolio optimization constraints feasibility check on init.

Not secure

Addition of correlation_matrix, covariance_matrix, and simulation_moments functions.

Not secure

Entropy Pooling speed-up.

Not secure

Entropy Pooling refactor.

Not secure

Update of time series simulation parameters and addition of credit spread curve.

Has known vulnerabilities

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