Uses of Package
com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit

Packages that use com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit

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

Classes in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit used by com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler

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

Classes in com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit used by com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.fit

Class and Description
ResamplerModel