Issues

• quadprog split

  Jebel-Quant/mean_variance_solvers#94 · Filter by author tschm opened on Aug 30, 2026

• nncg: add an experimental-setup table for hyperparameters and tolerances

  Jebel-Quant/mean_variance_solvers#64 · Filter by author tschm opened on Jul 19, 2026

• nncg: extend warm-start theory to the drifting-support case

  Jebel-Quant/mean_variance_solvers#59 · Filter by author tschm opened on Jul 19, 2026

• nncg: strengthen or reframe the decision margin μ

  Jebel-Quant/mean_variance_solvers#58 · Filter by author tschm opened on Jul 19, 2026

• nncg: bound the outer-iteration count

  Jebel-Quant/mean_variance_solvers#57 · Filter by author tschm opened on Jul 19, 2026
  

• What to do with the nncg paper?

  Jebel-Quant/mean_variance_solvers#53 · Filter by author tschm opened on Jul 19, 2026
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• Restructure the results section into one arc

  Jebel-Quant/mean_variance_solvers#27 · Filter by author tschm opened on Jul 3, 2026

• Replicate the out-of-sample alpha-reconciliation on FTSE with standard errors

  Jebel-Quant/mean_variance_solvers#26 · Filter by author tschm opened on Jul 3, 2026

• Block CG inner solves for p > 1 (nncg)

  Jebel-Quant/mean_variance_solvers#25 · Filter by author tschm opened on Jul 3, 2026

• Support general balance systems Bw = c in fast-minimum-variance

  Jebel-Quant/mean_variance_solvers#24 · Filter by author tschm opened on Jul 3, 2026

• Real-data correlation-form panel: kappa(C) vs kappa(Sigma) on S&P 500 and FTSE

  Jebel-Quant/mean_variance_solvers#23 · Filter by author tschm opened on Jul 3, 2026

• Emit prose-quoted numbers as generated LaTeX macros

  Jebel-Quant/mean_variance_solvers#22 · Filter by author tschm opened on Jul 3, 2026

• Sync the 1/2 objective convention between the paper and fast-minimum-variance

  Jebel-Quant/mean_variance_solvers#21 · Filter by author tschm opened on Jul 3, 2026

• Replace arXiv placeholder for the NNCG citation and freeze pinpoint references

  Jebel-Quant/mean_variance_solvers#20 · Filter by author tschm opened on Jul 3, 2026

• nncg: make a headline theorem — lift the paper's novelty above synthesis tier

  Jebel-Quant/mean_variance_solvers#14 · Filter by author tschm opened on Jul 2, 2026

• nncg: prove an expected-case bound on the outer-step count of Algorithm 1

  Jebel-Quant/mean_variance_solvers#13 · Filter by author tschm opened on Jul 2, 2026