Volodymyr Chernat

LADPInspectionModel does not seem to work with scenarios

1

The line https://github.com/edouardberthe/ADPPortfolioSelection/blob/4dbbb474c166eb7bc862967d3580ef49244fb5d1/adp/ladp/inspection.py#L56 does not seem to handle multiple scenarios. Not sure what the dimension of I should be for multiple scenarios case. Should be it S x N-1, where...