Package tech.nmfin.portfoliooptimization
Interface PortfolioOptimizationAlgorithm.MeanEstimator
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- All Known Implementing Classes:
PortfolioOptimizationAlgorithm.SampleMeanEstimator
- Enclosing interface:
- PortfolioOptimizationAlgorithm
public static interface PortfolioOptimizationAlgorithm.MeanEstimator
Define how the expected mean of an asset for a future period is computed. The default is to use PortfolioOptimizationAlgorithm.SampleMeanEstimator.
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Method Summary
All Methods Instance Methods Default Methods Modifier and Type Method Description default Vector
getMeans(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
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Method Detail
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getMeans
default Vector getMeans(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
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