quantlib-ml

Covariance Estimate

Robust covariance estimation (Ledoit-Wolf shrinkage or MCD)

post/quantlib/ml/covariance/estimate

Request

  • Base URL: https://api.fincept.in (the document declares no server; this is the origin it was published from)
  • URL: https://api.fincept.in/quantlib/ml/covariance/estimate
  • Auth: API key in header X-API-Key

Request body

methodstring

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.