diff --git a/examples/1_MeanCVaR_EntropyPooling.ipynb b/examples/1_MeanCVaR_EntropyPooling.ipynb index b1e10ff..39f2535 100644 --- a/examples/1_MeanCVaR_EntropyPooling.ipynb +++ b/examples/1_MeanCVaR_EntropyPooling.ipynb @@ -10,7 +10,7 @@ }, { "cell_type": "code", - "execution_count": 20, + "execution_count": 1, "metadata": {}, "outputs": [], "source": [ @@ -365,7 +365,7 @@ }, { "cell_type": "code", - "execution_count": 22, + "execution_count": 6, "metadata": {}, "outputs": [ { @@ -398,7 +398,7 @@ }, { "cell_type": "code", - "execution_count": 6, + "execution_count": 7, "metadata": {}, "outputs": [], "source": [ @@ -409,7 +409,7 @@ }, { "cell_type": "code", - "execution_count": 7, + "execution_count": 8, "metadata": {}, "outputs": [ { @@ -465,12 +465,12 @@ " \n", " \n", " EM Equity\n", - " 0.0\n", " -0.0\n", + " 0.0\n", " \n", " \n", " Private Equity\n", - " 0.0\n", + " -0.0\n", " -0.0\n", " \n", " \n", @@ -499,8 +499,8 @@ "Corp HY 0.5 6.5\n", "EM Debt 3.9 5.0\n", "DM Equity 0.0 0.0\n", - "EM Equity 0.0 -0.0\n", - "Private Equity 0.0 -0.0\n", + "EM Equity -0.0 0.0\n", + "Private Equity -0.0 -0.0\n", "Infrastructure 6.9 6.9\n", "Real Estate 14.5 17.7\n", "Hedge Funds 24.2 14.0" @@ -521,7 +521,7 @@ }, { "cell_type": "code", - "execution_count": 8, + "execution_count": 9, "metadata": {}, "outputs": [ { @@ -553,12 +553,12 @@ " \n", " Gov & MBS\n", " 0.0\n", - " 0.0\n", + " -0.0\n", " \n", " \n", " Corp IG\n", " 0.0\n", - " 0.0\n", + " -0.0\n", " \n", " \n", " Corp HY\n", @@ -606,8 +606,8 @@ ], "text/plain": [ " Prior Posterior\n", - "Gov & MBS 0.0 0.0\n", - "Corp IG 0.0 0.0\n", + "Gov & MBS 0.0 -0.0\n", + "Corp IG 0.0 -0.0\n", "Corp HY 0.0 0.0\n", "EM Debt 19.8 8.1\n", "DM Equity 0.0 0.0\n", @@ -647,7 +647,7 @@ }, { "cell_type": "code", - "execution_count": 9, + "execution_count": 10, "metadata": {}, "outputs": [ { @@ -689,22 +689,22 @@ " 25.0\n", " 18.8\n", " 5.6\n", + " 0.0\n", " -0.0\n", " -0.0\n", " 0.0\n", " -0.0\n", - " 0.0\n", " \n", " \n", " Corp IG\n", " 25.0\n", " 8.3\n", - " -0.0\n", " 0.0\n", " 0.0\n", " 0.0\n", - " -0.0\n", - " -0.0\n", + " 0.0\n", + " 0.0\n", + " 0.0\n", " -0.0\n", " \n", " \n", @@ -728,14 +728,14 @@ " 17.4\n", " 12.7\n", " 7.1\n", - " -0.0\n", " 0.0\n", + " -0.0\n", " \n", " \n", " DM Equity\n", " 0.0\n", " 0.0\n", - " -0.0\n", + " 0.0\n", " 0.0\n", " 0.0\n", " 0.0\n", @@ -745,9 +745,9 @@ " \n", " \n", " EM Equity\n", + " -0.0\n", " 0.0\n", " 0.0\n", - " -0.0\n", " 0.0\n", " 0.0\n", " 0.0\n", @@ -757,7 +757,7 @@ " \n", " \n", " Private Equity\n", - " 0.0\n", + " -0.0\n", " -0.0\n", " 0.7\n", " 2.2\n", @@ -789,7 +789,7 @@ " 21.9\n", " 19.9\n", " 2.0\n", - " -0.0\n", + " 0.0\n", " \n", " \n", " Hedge Funds\n", @@ -801,7 +801,7 @@ " 25.0\n", " 25.0\n", " 25.0\n", - " -0.0\n", + " 0.0\n", " \n", " \n", "\n", @@ -809,16 +809,16 @@ ], "text/plain": [ " 0 1 2 3 4 5 6 7 8\n", - "Gov & MBS 25.0 25.0 18.8 5.6 -0.0 -0.0 0.0 -0.0 0.0\n", - "Corp IG 25.0 8.3 -0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0\n", + "Gov & MBS 25.0 25.0 18.8 5.6 0.0 -0.0 -0.0 0.0 -0.0\n", + "Corp IG 25.0 8.3 0.0 0.0 0.0 0.0 0.0 0.0 -0.0\n", "Corp HY 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0\n", - "EM Debt 3.9 9.6 12.8 18.1 17.4 12.7 7.1 -0.0 0.0\n", - "DM Equity 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 20.9 25.0\n", - "EM Equity 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 2.2 25.0\n", - "Private Equity 0.0 -0.0 0.7 2.2 7.6 15.4 23.1 25.0 25.0\n", + "EM Debt 3.9 9.6 12.8 18.1 17.4 12.7 7.1 0.0 -0.0\n", + "DM Equity 0.0 0.0 0.0 0.0 0.0 0.0 0.0 20.9 25.0\n", + "EM Equity -0.0 0.0 0.0 0.0 0.0 0.0 0.0 2.2 25.0\n", + "Private Equity -0.0 -0.0 0.7 2.2 7.6 15.4 23.1 25.0 25.0\n", "Infrastructure 6.9 12.9 18.9 24.1 25.0 25.0 25.0 25.0 25.0\n", - "Real Estate 14.5 19.2 23.9 25.0 25.0 21.9 19.9 2.0 -0.0\n", - "Hedge Funds 24.2 25.0 25.0 25.0 25.0 25.0 25.0 25.0 -0.0" + "Real Estate 14.5 19.2 23.9 25.0 25.0 21.9 19.9 2.0 0.0\n", + "Hedge Funds 24.2 25.0 25.0 25.0 25.0 25.0 25.0 25.0 0.0" ] }, "metadata": {}, @@ -946,10 +946,10 @@ " 25.0\n", " 25.0\n", " 14.1\n", + " -0.0\n", " 0.0\n", " -0.0\n", " -0.0\n", - " 0.0\n", " -0.0\n", " \n", " \n", @@ -960,9 +960,9 @@ " 0.0\n", " 0.0\n", " 0.0\n", - " -0.0\n", - " 0.0\n", " 0.0\n", + " -0.0\n", + " -0.0\n", " \n", " \n", " Corp HY\n", @@ -1002,8 +1002,8 @@ " \n", " \n", " EM Equity\n", - " -0.0\n", - " -0.0\n", + " 0.0\n", + " 0.0\n", " 0.0\n", " 0.0\n", " 0.0\n", @@ -1015,9 +1015,9 @@ " \n", " Private Equity\n", " -0.0\n", - " 0.0\n", " -0.0\n", " 0.0\n", + " 0.0\n", " 1.7\n", " 9.4\n", " 17.0\n", @@ -1066,13 +1066,13 @@ ], "text/plain": [ " 0 1 2 3 4 5 6 7 8\n", - "Gov & MBS 25.0 25.0 25.0 14.1 0.0 -0.0 -0.0 0.0 -0.0\n", - "Corp IG 25.0 16.0 0.8 0.0 0.0 0.0 -0.0 0.0 0.0\n", + "Gov & MBS 25.0 25.0 25.0 14.1 -0.0 0.0 -0.0 -0.0 -0.0\n", + "Corp IG 25.0 16.0 0.8 0.0 0.0 0.0 0.0 -0.0 -0.0\n", "Corp HY 6.5 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 0.0\n", "EM Debt 5.0 6.9 13.5 14.3 23.3 15.6 8.0 0.3 0.0\n", "DM Equity 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 25.0\n", - "EM Equity -0.0 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 25.0\n", - "Private Equity -0.0 0.0 -0.0 0.0 1.7 9.4 17.0 24.7 25.0\n", + "EM Equity 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 25.0\n", + "Private Equity -0.0 -0.0 0.0 0.0 1.7 9.4 17.0 24.7 25.0\n", "Infrastructure 6.9 12.4 15.9 23.8 25.0 25.0 25.0 25.0 25.0\n", "Real Estate 17.7 17.0 19.7 22.8 25.0 25.0 25.0 25.0 0.0\n", "Hedge Funds 14.0 22.6 25.0 25.0 25.0 25.0 25.0 25.0 0.0" @@ -1199,7 +1199,7 @@ }, { "cell_type": "code", - "execution_count": 10, + "execution_count": 11, "metadata": {}, "outputs": [], "source": [ @@ -1237,7 +1237,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.11.5" + "version": "3.11.6" }, "orig_nbformat": 4, "vscode": { diff --git a/examples/2_EntropyPooling.ipynb b/examples/2_EntropyPooling.ipynb index 8e4f48a..8a0dcf3 100644 --- a/examples/2_EntropyPooling.ipynb +++ b/examples/2_EntropyPooling.ipynb @@ -804,7 +804,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.11.5" + "version": "3.11.6" }, "orig_nbformat": 4, "vscode": {