Riskfolio-lib

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- Implements normal assumption method to estimate box and elliptical uncertainty sets for Worst Case Optimization.
- Implements elliptical uncertainty sets for covariance matrix.
- Adds Ulcer Index for Mean Risk Portfolio Optimization and Risk Parity Portfolio Optimization.
- Implements functions to calculate Ulcer Index.

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- Repairs some bugs.
- Implements bootstrapping methods to estimate box and elliptical uncertainty sets for Worst Case Optimization.
- Implements Worst Case Mean Variance Portfolio Optimization using box and elliptical uncertainty sets.

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- Repairs some bugs.
- Implements Risk Parity Portfolio Optimization for 7 convex risk measures.

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- Repairs some bugs.
- Update to make it compatible with cvxpy >=1.1.0
- Implements Principal Component Regression for loadings matrix estimation.
- Adds Akaike information criterion, Schwarz information criterion, R squared and adjusted R squared feature selection criterions in stepwise regression.

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- Repairs some bugs.
- Implements an option for building constraints common for all assets classes.

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- Repairs some bugs.