Uses of Interface
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit.ResamplerModel

Packages that use ResamplerModel

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

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

Methods in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler that return ResamplerModel

Modifier and Type	Method and Description
protected ResamplerModel	GARCHResamplerFactory.getResamplerModel(Matrix returns)
protected ResamplerModel	ARResamplerFactory.getResamplerModel(Matrix returns)
protected abstract ResamplerModel	ModelResamplerFactory.getResamplerModel(Matrix returns)

Uses of ResamplerModel in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit

Classes in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit that implement ResamplerModel

Modifier and Type	Class and Description
class	SimpleAR1Fit This class does a quick AR(1) fitting to the time series, essentially treating the returns as independent.
class	SimpleGARCHFit This class does a quick GARCH(1,1) fitting to the time series, essentially treating the returns as independent.