SuanShu 4.1.0 is now released

Home 2015 Forums General Category General Discussion SuanShu 4.1.0 is now released

This topic contains 0 replies, has 1 voice, and was last updated by avatar Ken Yiu 3 months ago.

Viewing 1 post (of 1 total)
  • Author
  • #5972
    Ken Yiu

    We have released an update of SuanShu, the Java math library.
    This release has new features and some bug fixes. The highlights are as the following.

    * performance improvements
    * more methods for assigning ranks to ties in Rank (average, first, last, random, max, min)

    * allow retrieving the root from PortfolioRiskExactSigma
    * allow SQP to take in a user-defined gradient function

    * added NonlinearShrinkageEstimator and LedoitWolf2016 for computing non-linear shrunk covariance

    More information can be found in the javadoc:
    This version is not backward compatible with the previous release. can be downloaded from:
    Note: If you have trouble downloading the file, e.g., download interrupted, try to temporarily disable your anti-virus software

Viewing 1 post (of 1 total)

You must be logged in to reply to this topic.