Uses of Interface
tech.nmfin.returns.moments.ReturnsMoments.Estimator
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Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization
Constructors in tech.nmfin.portfoliooptimization with parameters of type ReturnsMoments.Estimator Constructor Description Lai2010OptimizationAlgorithm(MVOptimizer mvOptimizer, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, int nBootstraps, double riskParameter) -
Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization.lai2010
Constructors in tech.nmfin.portfoliooptimization.lai2010 with parameters of type ReturnsMoments.Estimator Constructor Description Lai2010NPEBModel(MVOptimizer mvOptimizer, int nBootstraps, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, CetaMaximizer cetaMaximizer)Constructs an instance of the model. -
Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb
Constructors in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb with parameters of type ReturnsMoments.Estimator Constructor Description NPEBPortfolioMomentsEstimator(Matrix returns, ReturnsMoments.Estimator returnMomentsEstimator, MVOptimizer mvOptimizer, ReturnsResamplerFactory resamplerFactory, int nBootstrapSamples) -
Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization.lai2010.fit
Classes in tech.nmfin.portfoliooptimization.lai2010.fit that implement ReturnsMoments.Estimator Modifier and Type Class Description classSimpleAR1MomentsclassSimpleGARCHMoments1Estimates the moments by GARCH model.classSimpleGARCHMoments2Estimates the moments by GARCH model. -
Uses of ReturnsMoments.Estimator in tech.nmfin.returns.moments
Classes in tech.nmfin.returns.moments that implement ReturnsMoments.Estimator Modifier and Type Class Description classMomentsEstimatorLedoitWolfEstimates the first two moments of returns using Ledoit-Wolf 2004.
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