Uses of Interface
tech.nmfin.portfoliooptimization.lai2010.fit.ResamplerModel
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Packages that use ResamplerModel Package Description tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler tech.nmfin.portfoliooptimization.lai2010.fit -
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Uses of ResamplerModel in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler
Methods in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler that return ResamplerModel Modifier and Type Method Description protected ResamplerModel
ARResamplerFactory. getResamplerModel(Matrix returns)
protected ResamplerModel
GARCHResamplerFactory. getResamplerModel(Matrix returns)
protected abstract ResamplerModel
ModelResamplerFactory. getResamplerModel(Matrix returns)
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Uses of ResamplerModel in tech.nmfin.portfoliooptimization.lai2010.fit
Classes in tech.nmfin.portfoliooptimization.lai2010.fit that implement ResamplerModel Modifier and Type Class Description class
SimpleAR1Fit
This class does a quick AR(1) fitting to the time series, essentially treating the returns as independent.class
SimpleGARCHFit
This class does a quick GARCH(1,1) fitting to the time series, essentially treating the returns as independent.
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