diff --git a/examples/1_MeanCVaR_EntropyPooling.ipynb b/examples/1_MeanCVaR_EntropyPooling.ipynb index 8f585f4..b1e10ff 100644 --- a/examples/1_MeanCVaR_EntropyPooling.ipynb +++ b/examples/1_MeanCVaR_EntropyPooling.ipynb @@ -5,7 +5,7 @@ "metadata": {}, "source": [ "# Mean-CVaR and Entropy Pooling\n", - "This example walks through the mean-CVaR and Entropy Pooling functionality by illustrating how these two technologies can be combined. For more information about Entropy Pooling and CVaR, see our articles https://ssrn.com/abstract=3936392, https://ssrn.com/abstract=4034316, and https://ssrn.com/abstract=4217884." + "This example walks through the mean-CVaR and Entropy Pooling functionality by illustrating how these two methods can be combined. For more information about Entropy Pooling and CVaR, see our articles https://ssrn.com/abstract=3936392, https://ssrn.com/abstract=4034316, https://ssrn.com/abstract=4217884, and https://ssrn.com/abstract=4444291." ] }, { @@ -183,7 +183,7 @@ "# Optimization object\n", "The next step is to input the P&L, constraints, and probability vector into a MeanCVaR object as well as optimize portfolios.\n", "\n", - "Note that if no equality constraints are specified through the matrix A and the vector b, the default constraint will be that the weights sum to one." + "Note that if no equality constraints are specified through the matrix A and the vector b, the default constraint will be that the weights sum to one using the self-financing constraint from https://ssrn.com/abstract=4217884." ] }, { diff --git a/examples/2_EntropyPooling.ipynb b/examples/2_EntropyPooling.ipynb index 960913f..8e4f48a 100644 --- a/examples/2_EntropyPooling.ipynb +++ b/examples/2_EntropyPooling.ipynb @@ -754,7 +754,7 @@ "metadata": {}, "source": [ "# Comments\n", - "The results for the sequential heuristics in https://ssrn.com/abstract=3936392 are not replicated as they are a part of Fortitudo Technologies' proprietary software, which also contains an elegant interface for handling the different views instead of manually specifying them through A, b, G, and h. The interested reader can replicate the results of the sequential heuristics by using the P&L simulation that follows with this package and the Entropy Pooling technology." + "The results for the sequential heuristics in https://ssrn.com/abstract=3936392 are not replicated as they are a part of Fortitudo Technologies' proprietary solutions, which also contains an elegant interface for handling the different views instead of manually specifying them through A, b, G, and h. The interested reader can replicate the results of the sequential heuristics by using the P&L simulation that follows with this package and the Entropy Pooling technology." ] }, { @@ -804,7 +804,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.10.9" + "version": "3.11.5" }, "orig_nbformat": 4, "vscode": {