Uses of Interface
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.Ceta.PortfolioMomentsEstimator

Packages that use Ceta.PortfolioMomentsEstimator

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

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

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

Constructor and Description
Ceta(Matrix returns, double lambda, Ceta.PortfolioMomentsEstimator portfolioMomentsEsimator)

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

Classes in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb that implement Ceta.PortfolioMomentsEstimator

Modifier and Type	Class and Description
class	NPEBPortfolioMomentsEstimator Uses Non-Parametric Empirical Bayes (NPEB) approach to estimate the first and the second moments of the weighted portfolios.