public class PairingModelUtils extends Object
Constructor and Description |
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PairingModelUtils() |
Modifier and Type | Method and Description |
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static List<List<Integer>> |
findClusters(Matrix R,
double covPenalty) |
static Map<Integer,Integer> |
getClusters(Matrix returns,
double covPenalty) |
static List<Integer[]> |
getPossiblePairs(int N) |
static List<Integer[]> |
getPossiblePairs(List<String> allSymbols,
List<String> tradableSymbols) |
static Matrix |
getPriceMatrix(Vector p1,
Vector p2) |
static Matrix |
getTailedMatrix(Matrix A,
double tailed) |
static Map<Integer,Integer> |
mapClusterIndices(List<List<Integer>> clusters) |
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