public static class PortfolioOptimizationAlgorithm.SampleMeanEstimator extends Object implements PortfolioOptimizationAlgorithm.MeanEstimator
| Constructor and Description |
|---|
SampleMeanEstimator() |
| Modifier and Type | Method and Description |
|---|---|
Vector |
getMeans(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
org.joda.time.Interval interval) |
public Vector getMeans(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, org.joda.time.Interval interval)
getMeans in interface PortfolioOptimizationAlgorithm.MeanEstimatorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.