| Modifier and Type | Method and Description |
|---|---|
Vector |
PortfolioOptimizationAlgorithm.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup)
Computes the optimal weights for the products using returns.
|
Vector |
Lai2010OptimizationAlgorithm.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup) |
Vector |
TopNOptimizationAlgorithm.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup) |
| Modifier and Type | Method and Description |
|---|---|
Vector |
SAAM.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup) |
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