public class PairingModel4 extends Object implements PairingModel
Constructor and Description |
---|
PairingModel4(double lowerCorrelationBound,
double upperCorrelationBound,
double tail,
double covPenalty) |
Modifier and Type | Method and Description |
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List<TradingPair> |
getTradingPairs(List<String> allSymbols,
List<String> tradableSymbols,
Matrix prices) |
public PairingModel4(double lowerCorrelationBound, double upperCorrelationBound, double tail, double covPenalty)
public List<TradingPair> getTradingPairs(List<String> allSymbols, List<String> tradableSymbols, Matrix prices)
getTradingPairs
in interface PairingModel
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