Uses of Interface
tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler.ReturnsResamplerFactory
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Uses of ReturnsResamplerFactory in tech.nmfin.portfoliooptimization
Constructors in tech.nmfin.portfoliooptimization with parameters of type ReturnsResamplerFactory Constructor Description Lai2010OptimizationAlgorithm(MVOptimizer mvOptimizer, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, int nBootstraps, double riskParameter) -
Uses of ReturnsResamplerFactory in tech.nmfin.portfoliooptimization.lai2010
Constructors in tech.nmfin.portfoliooptimization.lai2010 with parameters of type ReturnsResamplerFactory Constructor Description Lai2010NPEBModel(MVOptimizer mvOptimizer, int nBootstraps, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, CetaMaximizer cetaMaximizer)Constructs an instance of the model. -
Uses of ReturnsResamplerFactory in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb
Constructors in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb with parameters of type ReturnsResamplerFactory Constructor Description NPEBPortfolioMomentsEstimator(Matrix returns, ReturnsMoments.Estimator returnMomentsEstimator, MVOptimizer mvOptimizer, ReturnsResamplerFactory resamplerFactory, int nBootstrapSamples) -
Uses of ReturnsResamplerFactory in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler
Classes in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler that implement ReturnsResamplerFactory Modifier and Type Class Description classARResamplerFactoryclassGARCHResamplerFactoryclassGARCHResamplerFactory2classGroupResamplerFactoryCreates re-samplers that do re-sampling for the whole group of stocks together.classModelResamplerFactory
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