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)
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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)
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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 class
ARResamplerFactory
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GARCHResamplerFactory
class
GARCHResamplerFactory2
class
GroupResamplerFactory
Creates re-samplers that do re-sampling for the whole group of stocks together.class
ModelResamplerFactory
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