cvar-optimization-benchmarks/pyproject.toml at main · fortitudo-tech/cvar-optimization-benchmarks · GitHub

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[tool.poetry]
name = "cvar-optimization-benchmarks"
version = "0.1.3"
description = "Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems in Python."
authors = ["Fortitudo Technologies <software@fortitudo.tech>"]
license = "GPL-3.0-or-later"
readme = "README.md"
homepage = "https://fortitudo.tech"
repository = "https://github.com/fortitudo-tech/cvar-optimization-benchmarks"
documentation = "https://os.fortitudo.tech"
keywords = ["CVaR", "Efficient Frontier", "Entropy Pooling", "Quantitative Finance", "Portfolio Optimization"]
classifiers = [
    "Intended Audience :: Education",
    "Intended Audience :: Financial and Insurance Industry",
    "Intended Audience :: Science/Research",
    "Programming Language :: Python :: 3.13",
    "Programming Language :: Python :: 3.12",
    "Programming Language :: Python :: 3.11",
    "Programming Language :: Python :: 3.10",
    "Programming Language :: Python :: 3.9",
    "Topic :: Office/Business :: Financial",
    "Topic :: Office/Business :: Financial :: Investment",
    "Topic :: Scientific/Engineering :: Mathematics"]
packages = [
    { include = "src" }
]

[tool.poetry.urls]
"Issues" = "https://github.com/fortitudo-tech/cvar-optimization-benchmarks/issues"

[tool.poetry.dependencies]
python = "^3.9, <3.14"
fortitudo-tech = "^1.1.11"
notebook = "*"

[build-system]
requires = ["poetry-core>=1.0.0"]
build-backend = "poetry.core.masonry.api"