R package for adaptive correlation and covariance matrix shrinkage.
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Updated
Jan 23, 2019 - R
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covariance-shrinkage
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Reproducibility repository for 'Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios' (Wuebben): Python code and result artifacts for HRP-μ, HRP-Σμ, and the CRISP iterative shrinkage solver.
reproducible-research portfolio-optimization quantitative-finance asset-allocation mean-variance-optimization computational-finance covariance-shrinkage markowitz hierarchical-risk-parity
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Apr 27, 2026 - Python
Adaptive Monitoring and Real-World Evaluation of Agentic AI Systems
roc multi-agent-systems chi-square evaluation-framework robustness mahalanobis-distance ewma covariance-shrinkage pr-curve llms agentic-ai online-monitoring adaptive-multi-dimensional-monitoring amdm goal-drift safety-and-ethics economic-impact trust-metrics fairness-and-bais
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Dec 18, 2025 - Python
Portfolio input-estimation bridge that applies mean/covariance shrinkage and exports Black-Litterman-ready inputs.
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Jun 4, 2026 - Python
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