chore(docs): add derivative work credits

* chore(docs): add derivative work credits * chore(docs): add more derivative work credits * chore(docs): add author
skfolio · Jan 19, 2024 · c2fdd82 · c2fdd82
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diff --git a/README.rst b/README.rst
@@ -557,7 +557,7 @@ If you use `skfolio` in a scientific publication, we would appreciate citations:
 Bibtex entry::
 
     @misc{skfolio,
-          author = {Hugo Delatte},
+          author = {Hugo Delatte, Carlo Nicolini},
           title = {skfolio},
           year  = {2023},
           url   = {https://github.com/skfolio/skfolio}

diff --git a/docs/index.rst b/docs/index.rst
@@ -493,7 +493,7 @@ If you use `skfolio` in a scientific publication, we would appreciate citations:
 Bibtex entry::
 
     @misc{skfolio,
-          author = {Hugo Delatte},
+          author = {Hugo Delatte, Carlo Nicolini},
           title = {skfolio},
           year  = {2023},
           url   = {https://github.com/skfolio/skfolio}

diff --git a/src/skfolio/cluster/_hierarchical.py b/src/skfolio/cluster/_hierarchical.py
@@ -1,5 +1,6 @@
 """Hierarchical Clustering estimators."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/datasets/_base.py b/src/skfolio/datasets/_base.py
@@ -1,7 +1,12 @@
 """Datasets module."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# scikit-portfolio, Copyright (c) 2022, Carlo Nicolini, Licensed under MIT Licence.
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
 
 import gzip
 import os

diff --git a/src/skfolio/distance/_base.py b/src/skfolio/distance/_base.py
@@ -1,5 +1,6 @@
 """Base Distance Estimators"""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/distance/_distance.py b/src/skfolio/distance/_distance.py
@@ -1,5 +1,6 @@
 """Distance Estimators"""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/exceptions.py b/src/skfolio/exceptions.py
@@ -3,6 +3,7 @@
 classes used across skfolio.
 """
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/measures/_enums.py b/src/skfolio/measures/_enums.py
@@ -1,5 +1,6 @@
 """Module that includes all Measures enums used across `skfolio`."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/measures/_measures.py b/src/skfolio/measures/_measures.py
@@ -1,7 +1,10 @@
 """Module that includes all Measures functions used across `skfolio`."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Gini mean difference and OWA GMD weights features are derived
+# from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 
 
 import numpy as np

diff --git a/src/skfolio/metrics/_scorer.py b/src/skfolio/metrics/_scorer.py
@@ -1,7 +1,12 @@
 """Scorer module"""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# scikit-portfolio, Copyright (c) 2022, Carlo Nicolini, Licensed under MIT Licence.
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
 
 from collections.abc import Callable
 

diff --git a/src/skfolio/model_selection/_combinatorial.py b/src/skfolio/model_selection/_combinatorial.py
@@ -1,7 +1,12 @@
 """Combinatorial module"""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# scikit-portfolio, Copyright (c) 2022, Carlo Nicolini, Licensed under MIT Licence.
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
 
 import itertools
 import math

diff --git a/src/skfolio/model_selection/_validation.py b/src/skfolio/model_selection/_validation.py
@@ -1,7 +1,12 @@
 """Model validation module."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# scikit-portfolio, Copyright (c) 2022, Carlo Nicolini, Licensed under MIT Licence.
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
 
 import numpy as np
 import numpy.typing as npt

diff --git a/src/skfolio/model_selection/_walk_forward.py b/src/skfolio/model_selection/_walk_forward.py
@@ -1,7 +1,12 @@
 """Walk Forward cross-validator"""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# scikit-portfolio, Copyright (c) 2022, Carlo Nicolini, Licensed under MIT Licence.
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
 
 from collections.abc import Iterator
 

diff --git a/src/skfolio/moments/covariance/_base.py b/src/skfolio/moments/covariance/_base.py
@@ -1,5 +1,12 @@
 """Base Covariance Estimators."""
 
+# Copyright (c) 2023
+# Author: Hugo Delatte <delatte.hugo@gmail.com>
+# License: BSD 3 clause
+# Implementation derived from:
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
+
 from abc import ABC, abstractmethod
 
 import numpy as np

diff --git a/src/skfolio/moments/covariance/_covariance.py b/src/skfolio/moments/covariance/_covariance.py
@@ -1,5 +1,12 @@
 """Covariance Estimators."""
 
+# Copyright (c) 2023
+# Author: Hugo Delatte <delatte.hugo@gmail.com>
+# License: BSD 3 clause
+# Implementation derived from:
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
+
 import numpy as np
 import numpy.typing as npt
 import pandas as pd

diff --git a/src/skfolio/moments/expected_returns/_base.py b/src/skfolio/moments/expected_returns/_base.py
@@ -1,7 +1,11 @@
 """Base Expected returns estimators."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
 
 from abc import ABC, abstractmethod
 

diff --git a/src/skfolio/moments/expected_returns/_expected_returns.py b/src/skfolio/moments/expected_returns/_expected_returns.py
@@ -1,7 +1,12 @@
 """Expected returns estimators."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
 
 from enum import auto
 

diff --git a/src/skfolio/optimization/_base.py b/src/skfolio/optimization/_base.py
@@ -14,6 +14,14 @@
 from skfolio.population import Population
 from skfolio.portfolio import Portfolio
 
+# Copyright (c) 2023
+# Author: Hugo Delatte <delatte.hugo@gmail.com>
+# License: BSD 3 clause
+# Implementation derived from:
+# scikit-portfolio, Copyright (c) 2022, Carlo Nicolini, Licensed under MIT Licence.
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
+
 
 class BaseOptimization(skb.BaseEstimator, ABC):
     """Base class for all portfolio optimizations in skfolio.

diff --git a/src/skfolio/optimization/cluster/_nco.py b/src/skfolio/optimization/cluster/_nco.py
@@ -1,7 +1,12 @@
 """Nested Clusters Optimization estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
 
 from copy import deepcopy
 

diff --git a/src/skfolio/optimization/cluster/hierarchical/_base.py b/src/skfolio/optimization/cluster/hierarchical/_base.py
@@ -1,7 +1,11 @@
 """Base Hierarchical Clustering Optimization estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
 
 from abc import ABC, abstractmethod
 

diff --git a/src/skfolio/optimization/cluster/hierarchical/_herc.py b/src/skfolio/optimization/cluster/hierarchical/_herc.py
@@ -1,8 +1,10 @@
 """Hierarchical Equal Risk Contribution estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
-
+# The risk measure generalization and constraint features are derived
+# from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 
 import numpy as np
 import numpy.typing as npt

diff --git a/src/skfolio/optimization/cluster/hierarchical/_hrp.py b/src/skfolio/optimization/cluster/hierarchical/_hrp.py
@@ -1,7 +1,11 @@
 """Hierarchical Risk Parity Optimization estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# The risk measure generalization and constraint features are derived
+# from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
+
 
 import numpy as np
 import numpy.typing as npt

diff --git a/src/skfolio/optimization/convex/_base.py b/src/skfolio/optimization/convex/_base.py
@@ -1,7 +1,10 @@
 """Base Convex Optimization estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# The optimization features are derived
+# from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 
 import warnings
 from abc import ABC, abstractmethod

diff --git a/src/skfolio/optimization/convex/_distributionally_robust.py b/src/skfolio/optimization/convex/_distributionally_robust.py
@@ -1,5 +1,6 @@
 """Distributionally Robust CVaR Optimization estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/optimization/convex/_maximum_diversification.py b/src/skfolio/optimization/convex/_maximum_diversification.py
@@ -1,5 +1,6 @@
 """Maximum Diversification Optimization estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/optimization/convex/_mean_risk.py b/src/skfolio/optimization/convex/_mean_risk.py
@@ -1,7 +1,10 @@
 """Mean Risk Optimization estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# The optimization features are derived
+# from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 
 import cvxpy as cp
 import numpy as np

diff --git a/src/skfolio/optimization/convex/_risk_budgeting.py b/src/skfolio/optimization/convex/_risk_budgeting.py
@@ -1,7 +1,10 @@
 """Risk Budgeting Optimization estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# The optimization features are derived
+# from Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
 
 import cvxpy as cp
 import numpy as np

diff --git a/src/skfolio/optimization/ensemble/_base.py b/src/skfolio/optimization/ensemble/_base.py
@@ -2,8 +2,12 @@
 Follow same implementation as Base composition from sklearn
 """
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
 
 from abc import ABC, abstractmethod
 from contextlib import suppress

diff --git a/src/skfolio/optimization/ensemble/_stacking.py b/src/skfolio/optimization/ensemble/_stacking.py
@@ -1,7 +1,11 @@
 """Stacking Optimization estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# scikit-learn, Copyright (c) 2007-2010 David Cournapeau, Fabian Pedregosa, Olivier
+# Grisel Licensed under BSD 3 clause.
 
 from copy import deepcopy
 

diff --git a/src/skfolio/population/_population.py b/src/skfolio/population/_population.py
@@ -2,6 +2,7 @@
 A population is a collection of portfolios.
 """
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/portfolio/_base.py b/src/skfolio/portfolio/_base.py
@@ -1,5 +1,6 @@
 """Base Portfolio module"""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/portfolio/_multi_period_portfolio.py b/src/skfolio/portfolio/_multi_period_portfolio.py
@@ -3,6 +3,7 @@
 `MultiPeriodPortfolio` is a list of `Portfolio`.
 """
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/portfolio/_portfolio.py b/src/skfolio/portfolio/_portfolio.py
@@ -4,6 +4,7 @@
 is the dot product of the assets weights with the assets returns.
 """
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/pre_selection/_pre_selection.py b/src/skfolio/pre_selection/_pre_selection.py
@@ -1,5 +1,6 @@
 """pre-selection estimators module"""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/preprocessing/_returns.py b/src/skfolio/preprocessing/_returns.py
@@ -1,5 +1,6 @@
 """Preprocessing module to transform X to returns."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/prior/_base.py b/src/skfolio/prior/_base.py
@@ -1,5 +1,6 @@
 """Base Prior estimator"""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
 

diff --git a/src/skfolio/prior/_black_litterman.py b/src/skfolio/prior/_black_litterman.py
@@ -1,7 +1,11 @@
 """Black & Litterman Prior Model estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+# Implementation derived from:
+# Riskfolio-Lib, Copyright (c) 2020-2023, Dany Cajas, Licensed under BSD 3 clause.
+# PyPortfolioOpt, Copyright (c) 2018 Robert Andrew Martin, Licensed under MIT Licence.
 
 import numpy as np
 import numpy.typing as npt

diff --git a/src/skfolio/prior/_empirical.py b/src/skfolio/prior/_empirical.py
@@ -1,7 +1,9 @@
 """Empirical Prior Model estimator."""
 
+# Copyright (c) 2023
 # Author: Hugo Delatte <delatte.hugo@gmail.com>
 # License: BSD 3 clause
+
 import numpy as np
 import numpy.typing as npt