Package tech.nmfin.meanreversion.hvolatility
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Class Summary Class Description HConstruction<T extends Comparable<? super T>> A construction of extreme and trade points based on H discretization, ignoring changes smaller than H.Kagi<T extends Comparable<? super T>> KAGI construction of a random process.KagiModel Maintains the states of a KAGI model. -
Enum Summary Enum Description Kagi.Trend