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Rerun of example 1 and 2 #72

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Dec 3, 2023
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Rerun of example 1 and 2 #72

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88 changes: 44 additions & 44 deletions examples/1_MeanCVaR_EntropyPooling.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,7 @@
},
{
"cell_type": "code",
"execution_count": 20,
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
Expand Down Expand Up @@ -365,7 +365,7 @@
},
{
"cell_type": "code",
"execution_count": 22,
"execution_count": 6,
"metadata": {},
"outputs": [
{
Expand Down Expand Up @@ -398,7 +398,7 @@
},
{
"cell_type": "code",
"execution_count": 6,
"execution_count": 7,
"metadata": {},
"outputs": [],
"source": [
Expand All @@ -409,7 +409,7 @@
},
{
"cell_type": "code",
"execution_count": 7,
"execution_count": 8,
"metadata": {},
"outputs": [
{
Expand Down Expand Up @@ -465,12 +465,12 @@
" </tr>\n",
" <tr>\n",
" <th>EM Equity</th>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Private Equity</th>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>-0.0</td>\n",
" </tr>\n",
" <tr>\n",
Expand Down Expand Up @@ -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"
Expand All @@ -521,7 +521,7 @@
},
{
"cell_type": "code",
"execution_count": 8,
"execution_count": 9,
"metadata": {},
"outputs": [
{
Expand Down Expand Up @@ -553,12 +553,12 @@
" <tr>\n",
" <th>Gov &amp; MBS</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Corp IG</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Corp HY</th>\n",
Expand Down Expand Up @@ -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",
Expand Down Expand Up @@ -647,7 +647,7 @@
},
{
"cell_type": "code",
"execution_count": 9,
"execution_count": 10,
"metadata": {},
"outputs": [
{
Expand Down Expand Up @@ -689,22 +689,22 @@
" <td>25.0</td>\n",
" <td>18.8</td>\n",
" <td>5.6</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Corp IG</th>\n",
" <td>25.0</td>\n",
" <td>8.3</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" </tr>\n",
" <tr>\n",
Expand All @@ -728,14 +728,14 @@
" <td>17.4</td>\n",
" <td>12.7</td>\n",
" <td>7.1</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>DM Equity</th>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
Expand All @@ -745,9 +745,9 @@
" </tr>\n",
" <tr>\n",
" <th>EM Equity</th>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
Expand All @@ -757,7 +757,7 @@
" </tr>\n",
" <tr>\n",
" <th>Private Equity</th>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.7</td>\n",
" <td>2.2</td>\n",
Expand Down Expand Up @@ -789,7 +789,7 @@
" <td>21.9</td>\n",
" <td>19.9</td>\n",
" <td>2.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Hedge Funds</th>\n",
Expand All @@ -801,24 +801,24 @@
" <td>25.0</td>\n",
" <td>25.0</td>\n",
" <td>25.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"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": {},
Expand Down Expand Up @@ -946,10 +946,10 @@
" <td>25.0</td>\n",
" <td>25.0</td>\n",
" <td>14.1</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" </tr>\n",
" <tr>\n",
Expand All @@ -960,9 +960,9 @@
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>-0.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>Corp HY</th>\n",
Expand Down Expand Up @@ -1002,8 +1002,8 @@
" </tr>\n",
" <tr>\n",
" <th>EM Equity</th>\n",
" <td>-0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
Expand All @@ -1015,9 +1015,9 @@
" <tr>\n",
" <th>Private Equity</th>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>-0.0</td>\n",
" <td>0.0</td>\n",
" <td>0.0</td>\n",
" <td>1.7</td>\n",
" <td>9.4</td>\n",
" <td>17.0</td>\n",
Expand Down Expand Up @@ -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"
Expand Down Expand Up @@ -1199,7 +1199,7 @@
},
{
"cell_type": "code",
"execution_count": 10,
"execution_count": 11,
"metadata": {},
"outputs": [],
"source": [
Expand Down Expand Up @@ -1237,7 +1237,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.11.5"
"version": "3.11.6"
},
"orig_nbformat": 4,
"vscode": {
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2 changes: 1 addition & 1 deletion examples/2_EntropyPooling.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -804,7 +804,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.11.5"
"version": "3.11.6"
},
"orig_nbformat": 4,
"vscode": {
Expand Down