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Bug in vol_Ali #128

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cbachela opened this issue Jan 25, 2021 · 0 comments · Fixed by #132
Closed

Bug in vol_Ali #128

cbachela opened this issue Jan 25, 2021 · 0 comments · Fixed by #132

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@cbachela
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Bug in function vol_Ali (called by function frustum_of_simplex) in the arithmetic operations that adds an error in the computations which vanishes in high dimensions.
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Fix bug in portfolio score computation TolisChal/volume_approximation
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@cbachela