Class PairingModelUtils
- java.lang.Object
-
- tech.nmfin.meanreversion.cointegration.PairingModelUtils
-
public class PairingModelUtils extends Object
-
-
Constructor Summary
Constructors Constructor Description PairingModelUtils()
-
Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description 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 MatrixgetPriceMatrix(Vector p1, Vector p2)static MatrixgetTailedMatrix(Matrix A, double tailed)static Map<Integer,Integer>mapClusterIndices(List<List<Integer>> clusters)
-