public static interface PortfolioOptimizationAlgorithm.CovarianceEstimator
Modifier and Type | Method and Description |
---|---|
default Matrix |
getCovariances(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
org.joda.time.Interval interval) |
default Matrix getCovariances(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, org.joda.time.Interval interval)
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