---
title: "Changes to Clustering-Based Linearly Shrunk Empirical Covariance Matrix"
method: POST
path: "/assets/covariance/matrix/estimation/empirical/shrunk/clustering-based"
---

# Changes to Clustering-Based Linearly Shrunk Empirical Covariance Matrix

`POST /assets/covariance/matrix/estimation/empirical/shrunk/clustering-based`

> Every recorded change to this operation, newest first.

## Timeline

Changed in 5 of 22 revisions.

- **2026-07-13** `906989d3f7f7`: 4 breaking, 3 info
- **2026-06-08** `614076795988`: 1 breaking, 1 info
- **2026-04-03** `24e65d80f8eb`: 3 warning
- **2026-02-08** `ac51d393c9a9`: 1 breaking, 1 info
- **2025-05-16** `148ff00a3baf`: 1 breaking, 1 info

## Changes

- **2026-07-13** `906989d3f7f7`: 4 breaking, 3 info
  - added the new required request property `assets`
  - added the new required request property `assetsGroups`
  - removed `subschema #1, subschema #2` from the request body `oneOf` list
  - the request's body type changed from no type to `object`
  - added the new optional request property `shrinkageIntensity`
  - added the new optional request property `shrinkageIntensityComputationMethod`
  - added the new optional request property `shrinkageTargetCovarianceMatrix`
- **2026-06-08** `614076795988`: 1 breaking, 1 info
  - removed `subschema #1, subschema #2` from the request body `oneOf` list
  - added `subschema #1, subschema #2` to the request body `oneOf` list
- **2026-04-03** `24e65d80f8eb`: 3 warning
  - removed the request property `oneOf[subschema #2]/assets/items/assetPrices/items/high`
  - removed the request property `oneOf[subschema #2]/assets/items/assetPrices/items/low`
  - removed the request property `oneOf[subschema #2]/assets/items/assetPrices/items/open`
- **2026-02-08** `ac51d393c9a9`: 1 breaking, 1 info
  - removed `subschema #1, subschema #2` from the request body `oneOf` list
  - added `subschema #1, subschema #2` to the request body `oneOf` list
- **2025-05-16** `148ff00a3baf`: 1 breaking, 1 info
  - removed `subschema #1, subschema #2` from the request body `oneOf` list
  - added `subschema #1, subschema #2` to the request body `oneOf` list

---

[Operation](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/docs/assets/covariance/matrix/estimation/empirical/shrunk/clustering-based/post.md) - [API](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer.md) - [Page](https://skmtc.dev/portfoliooptimizer/apis/portfolio-optimizer/changes/assets/covariance/matrix/estimation/empirical/shrunk/clustering-based/post)