Class GARCHResamplerFactory
- java.lang.Object
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- tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler.ModelResamplerFactory
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- tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler.GARCHResamplerFactory
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- All Implemented Interfaces:
ReturnsResamplerFactory
public class GARCHResamplerFactory extends ModelResamplerFactory
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Constructor Summary
Constructors Constructor Description GARCHResamplerFactory()
GARCHResamplerFactory(RandomLongGenerator uniform)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected ResamplerModel
getResamplerModel(Matrix returns)
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Methods inherited from class tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler.ModelResamplerFactory
newResampler
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Constructor Detail
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GARCHResamplerFactory
public GARCHResamplerFactory(RandomLongGenerator uniform)
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GARCHResamplerFactory
public GARCHResamplerFactory()
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Method Detail
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getResamplerModel
protected ResamplerModel getResamplerModel(Matrix returns)
- Specified by:
getResamplerModel
in classModelResamplerFactory
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