Addition of time series simulation and option pricing functionality.
0.3.3
Python 3.10 compatibility, minor reordering in MeanCVaR class, and docs as well as installation instructions updates.
0.3.2
Several minor internal improvements and docs updates. In addition, significant updates of examples.
0.3.1
Several minor improvements.
0.3
This release adds mean-variance optimization as well as load parameters functionality. Additionally, an example that compares mean-variance and mean-CVaR optimization has been added to illustrate why we use demeaned CVaR by default.
0.2.2
benders_stopping_criteria clean-up, notebook examples and docs restructuring.