richardmkit

Warnings About pd.to_timedelta

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Can this framework set ime-varying weights for assets in the portfolio?

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Hi, According to the documentm, seems when backtesting, the weights of assets are fixed. Can the framework allow time-varying weights? For example, we can input different weights for each time...

Hi, Bayesian Vector Autoregression is quite popular in macroeconomics, if your team could set up an example for this, that would be good for economic researchers from MATLAB to Python....

Problem About the Greece Letters Showing

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It seems to have some problems to show the Greece letters in the axes and legend. File attached. Wish to get fixed, 👍

Dropout seems not compatible with jax.jit

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```python class DNN(nn.Module): num_hidden_units1:int num_hidden_units2:int num_outputs:int dropout_rate:float @nn.compact def __call__(self,x,training): x=nn.Dense(self.num_hidden_units1)(x) x=nn.relu(x) x=nn.Dropout(rate=self.dropout_rate,deterministic=not training)(x) x=nn.Dense(self.num_hidden_units2)(x) x=nn.relu(x) x=nn.Dropout(rate=self.dropout_rate,deterministic=not training)(x) x=nn.Dense(self.num_outputs)(x) return x def mse(params,X,y,training): def squared_error(X,y): y_pred=model.apply(params,X,training,rngs={'dropout':jax.random.PRNGKey(114)}) diff=y_pred-y return jnp.inner(diff,diff) return...

Warnings When Restoring the Params

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The code shows like the following. It could run but prompted some warning: /opt/conda/lib/python3.10/site-packages/orbax/checkpoint/type_handlers.py:1544: UserWarning: Couldn't find sharding info under RestoreArgs. Populating sharding info from sharding file. Please note restoration...

### Feature Summary The Inverse Wishart Distribution should be added into the distribution class. Then it is more convenient to directly use it instead of computing the inverse of a...

Add this distribution, it sometime basic for econometric modelling.