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3 | 3 | All notable changes to RiskLabAI.py are documented here. |
4 | 4 | Format: [Keep a Changelog](https://keepachangelog.com/en/1.1.0/); versioning: [SemVer](https://semver.org/). |
5 | 5 |
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6 | | -## [3.1.0] - Unreleased |
| 6 | +## [3.2.0] - Unreleased |
| 7 | + |
| 8 | +### Added |
| 9 | + |
| 10 | +- Sequential bootstrap sampling, majorization-based optimization, financial |
| 11 | + network clearing, and optimal execution utilities. |
| 12 | +- Ambiguity calculations for supplied priors, order-flow features, regime and |
| 13 | + drift adaptation, and tail-risk estimation and backtesting. |
| 14 | +- Constrained and robust portfolio optimization and decision-focused losses. |
| 15 | +- Causal bounds, finite-stratum transport, design-based interference, and |
| 16 | + inverse-probability and doubly robust policy evaluation. |
| 17 | +- PyTorch implementations of TimeGAN, deep hedging, and finite-grid neural SDEs. |
| 18 | +- Analytical examples, independent numerical checks, boundary validation, and |
| 19 | + regression tests for the new methods. |
| 20 | + |
| 21 | +### Fixed |
| 22 | + |
| 23 | +- Sample-concurrency counting for events that begin before the selected window. |
| 24 | + |
| 25 | +### Scope and dependencies |
| 26 | + |
| 27 | +- The neural-SDE implementation uses an explicitly corrected fixed-coordinate |
| 28 | + diffusion operator rather than the literal published nearest-frame |
| 29 | + construction. Its guarantees are bounded to the implemented finite grid; |
| 30 | + general dynamic no-arbitrage and empirical market performance are not claimed. |
| 31 | +- Required dependencies and supported Python versions are unchanged. PyTorch |
| 32 | + is available through the existing `pde` extra. Selected new methods require |
| 33 | + separately installed CVXPY, River, or PySensemakr; these remain optional. |
| 34 | +- The additions are Python implementations. Corresponding Julia additions and |
| 35 | + book notebooks are deferred. |
| 36 | + |
| 37 | +## [3.1.0] - Historical preparation notes |
7 | 38 |
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8 | 39 | ### Added |
9 | 40 |
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