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Scheduled CodeQL #76: by github-advanced-security AI
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fix(microstructure): correct Almgren-Chriss eta-tilde, cost formula, … CI Pipeline #104: Commit 67d524a pushed by XAheli
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Push on main CodeQL #75: by XAheli
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fix(systemic): fix MES sign convention and SRISK capital shortfall fo… CI Pipeline #103: Commit 00befc1 pushed by XAheli
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Push on main CodeQL #74: by XAheli
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fix(temporal): use SLSQP constraints and uncentered Q-bar in DCC-GARCH CI Pipeline #102: Commit 9b89371 pushed by XAheli
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Push on main CodeQL #73: by XAheli
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fix(temporal): correct Hawkes branching ratio and thinning bound form… CI Pipeline #101: Commit 347da41 pushed by XAheli
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Push on main CodeQL #72: by XAheli
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fix(network): fix DebtRank incremental distress formula (h_curr - h_p… CI Pipeline #100: Commit b3bf03f pushed by XAheli
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Push on main CodeQL #71: by XAheli
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Push on main CodeQL #70: by XAheli
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fix(network): correct betweenness centrality to use distance not stre… CI Pipeline #99: Commit ea4c516 pushed by XAheli
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fix(network): correct betweenness centrality to use distance not stre… CI Pipeline #98: Commit ea4c516 pushed by XAheli
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Push on main CodeQL #69: by XAheli
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Scheduled CodeQL #68: by github-advanced-security AI
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fix(types): cast numpy floating to float in GammaGradientStrategy bac… CI Pipeline #97: Commit 7846e75 pushed by XAheli
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Push on main CodeQL #67: by XAheli
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chore: clean dist artifacts and gitignore research files CI Pipeline #96: Commit 9660746 pushed by XAheli
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Push on main CodeQL #66: by XAheli
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feat(integrations): add vectorbt adapter for SPT strategies CI Pipeline #95: Commit 090312e pushed by XAheli
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Push on main CodeQL #65: by XAheli
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test(ml): validate conditional FGP on real 2022-2026 data with costs CI Pipeline #94: Commit 8c4a864 pushed by XAheli
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Push on main CodeQL #64: by XAheli
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feat(ml): implement CovarianceConditionalFGP with regime-adaptive p s… CI Pipeline #93: Commit d07cdcd pushed by XAheli
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