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v1.0.2 (#4)
* Example updates * README update * Binder environment update * Poetry update
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README.md

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@@ -47,3 +47,11 @@ A useful statistic when working with Entropy Pooling is the effective number of
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scenarios introduced by [Meucci (2012)](https://ssrn.com/abstract=1971808). For
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a causal Bayesian nets overlay on top of Entropy Pooling, see
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[Vorobets (2023)](https://ssrn.com/abstract=4444291).
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Video walkthroughs
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------------------
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Video walkthroughs of the two notebook examples for this package are available here
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https://youtu.be/hDt103zEML8 and here https://youtu.be/DK1Pv5tuLgo. The videos give
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additional insights into the Entropy Pooling theory and its sequential refinements.
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It is highly encouraged to watch these two quickly increase your understanding.

environment.yml

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dependencies:
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- python=3.10
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- scipy
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- seaborn
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- pandas
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- pip
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- pip:
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- fortitudo.tech
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- entropy-pooling
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- entropy-pooling
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- yfinance

example/EntropyPooling.ipynb renamed to example/1_EntropyPooling.ipynb

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"# Entropy Pooling example\n",
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"This notebook replicates the results of the original EP method (Table 4 and Table 7) from the Sequential Entropy Pooling Heuristics article, available on https://ssrn.com/abstract=3936392.\n",
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"\n",
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"You can watch a video walkthrough of the example here: https://youtu.be/hDt103zEML8."
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"You can watch a video walkthrough of the example here: https://youtu.be/hDt103zEML8.\n",
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"\n",
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"For additional useful information about Entropy Pooling and an application of the sequential heuristic H1 to S&P 500 and STOXX 50 data, see the next example as well as this video walkthrough: https://youtu.be/DK1Pv5tuLgo."
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]
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},
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{
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.12.1"
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"version": "3.12.0"
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},
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"orig_nbformat": 4,
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"vscode": {

example/2_SequentialEntropyPooling.ipynb

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