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

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

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.optimizer

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

Class and Description
MVOptimizer Solves for the optimal weight using Mean-Variance optimization.

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

Class and Description
MVOptimizer Solves for the optimal weight using Mean-Variance optimization.

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

Class and Description
MVOptimizer Solves for the optimal weight using Mean-Variance optimization.

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

Class and Description
MVOptimizer Solves for the optimal weight using Mean-Variance optimization.
MVOptimizer.Result
MVOptimizerMinWeights Solves for weights by (active set) quadratic programming.