default Matrix |
PortfolioOptimizationAlgorithm.CovarianceEstimator.getCovariances(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
org.joda.time.Interval interval) |
Matrix |
PortfolioOptimizationAlgorithm.SampleCovarianceEstimator.getCovariances(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
org.joda.time.Interval interval) |
default Vector |
PortfolioOptimizationAlgorithm.MeanEstimator.getMeans(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
org.joda.time.Interval interval) |
Vector |
PortfolioOptimizationAlgorithm.SampleMeanEstimator.getMeans(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
org.joda.time.Interval interval) |
Vector |
TopNOptimizationAlgorithm.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
org.joda.time.Interval interval) |
Vector |
Lai2010OptimizationAlgorithm.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
org.joda.time.Interval interval) |
Vector |
PortfolioOptimizationAlgorithm.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
org.joda.time.Interval interval)
Computes the optimal weights for the products using returns.
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