Package tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer
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Interface Summary Interface Description CetaMaximizer Defines an algorithm to search for the maximal C(η). -
Class Summary Class Description BrentCetaMaximizer Searches for the maximal point of C(η) by Brent's method.CetaMaximizer.NegCetaFunction CetaMaximizer.Solution CombinedCetaMaximizer Searches the maximum C(η) by an array of given maximizers, being tried in sequence.GridSearchCetaMaximizer Searches (by brute force) for the maximal point of C(η) among a grid of values.