Jeff Green

it works after I made a little change in file 'risks': class FactorModelSigma(BaseRiskModel): self.expression = cvx.sum_squares(cvx.multiply(np.sqrt(values_in_time(self.idiosync, t)), wplus)) + \ cvx.quad_form((wplus.T * values_in_time(self.exposures, t).values).T,values_in_time(self.factor_Sigma, t).values)

I meet the same problem when I run something like "init_instance_by_config(dataset_config)"