Package | Description |
---|---|
tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer |
Modifier and Type | Method and Description |
---|---|
CetaMaximizer.Solution |
CetaMaximizer.search(Ceta ceta,
double rangeStart,
double rangeEnd)
Searches the maximal point of a given C(η) function within a
given range.
|
CetaMaximizer.Solution |
GridSearchCetaMaximizer.search(Ceta ceta,
double rangeStart,
double rangeEnd) |
CetaMaximizer.Solution |
BrentCetaMaximizer.search(Ceta ceta,
double rangeStart,
double rangeEnd) |
CetaMaximizer.Solution |
CombinedCetaMaximizer.search(Ceta ceta,
double rangeStart,
double rangeEnd) |
CetaMaximizer.Solution |
GridSearchCetaMaximizer.solve(Ceta ceta) |
CetaMaximizer.Solution |
BrentCetaMaximizer.solve(Ceta ceta) |
CetaMaximizer.Solution |
CombinedCetaMaximizer.solve(Ceta ceta) |
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.