com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta

Interface Ceta.PortfolioMomentsEstimator

All Known Implementing Classes:

NPEBPortfolioMomentsEstimator

Enclosing class:

Ceta

public static interface Ceta.PortfolioMomentsEstimator

Method Summary

Modifier and Type	Method and Description
Ceta.PortfolioMoments	evaluate(Matrix returns, double lambda, double eta)

Method Detail

evaluate

Ceta.PortfolioMoments evaluate(Matrix returns,
                               double lambda,
                               double eta)