Uses of Interface
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.ReturnsResamplerFactory

Packages that use ReturnsResamplerFactory

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

Uses of ReturnsResamplerFactory in com.numericalmethod.suanshu.finance.trading.portfoliooptimization

Constructors in com.numericalmethod.suanshu.finance.trading.portfoliooptimization with parameters of type ReturnsResamplerFactory

Constructor and Description
Lai2010OptimizationAlgorithm(MVOptimizer mvOptimizer, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, int nBootstraps, double riskParameter)

Uses of ReturnsResamplerFactory in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010

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

Constructor and Description
Lai2010NPEBModel(MVOptimizer mvOptimizer, int nBootstraps, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, CetaMaximizer cetaMaximizer) Constructs an instance of the model.

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

Constructors in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb with parameters of type ReturnsResamplerFactory

Constructor and Description
NPEBPortfolioMomentsEstimator(ReturnsMoments.Estimator returnMomentsEstimator, MVOptimizer mvOptimizer, ReturnsResamplerFactory resamplerFactory, int nBootstrapSamples)

Uses of ReturnsResamplerFactory in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler

Classes in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler that implement ReturnsResamplerFactory

Modifier and Type	Class and Description
class	ARResamplerFactory
class	GARCHResamplerFactory
class	GARCHResamplerFactory2
class	GroupResamplerFactory Creates re-samplers that do re-sampling for the whole group of stocks together.
class	ModelResamplerFactory