Uses of Class
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.Ceta.PortfolioMoments

Packages that use Ceta.PortfolioMoments

Package	Description
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb

Uses of Ceta.PortfolioMoments in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010

Methods in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010 that return Ceta.PortfolioMoments

Modifier and Type	Method and Description
Ceta.PortfolioMoments	Lai2010NPEBModel.OptimalWeights.moments()

Constructors in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010 with parameters of type Ceta.PortfolioMoments

Constructor and Description
OptimalWeights(Vector weights, Ceta.PortfolioMoments moments)

Uses of Ceta.PortfolioMoments in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta

Methods in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta that return Ceta.PortfolioMoments

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

Uses of Ceta.PortfolioMoments in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb

Methods in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb that return Ceta.PortfolioMoments

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