| Package | Description |
|---|---|
| com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.optimizer |
| Modifier and Type | Method and Description |
|---|---|
static MVOptimizer.Result |
MVOptimizer.optimalWeights(Matrix returns,
ReturnsMoments.Estimator returnsMomentsEstimator,
double lambda,
double eta,
MVOptimizer mvOptimizer) |
Copyright © 2010-2018 Numerical Method Incorporation Limited. All Rights Reserved.