Uses of Interface
tech.nmfin.returns.moments.ReturnsMoments.Estimator
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Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization
Constructors in tech.nmfin.portfoliooptimization with parameters of type ReturnsMoments.Estimator Constructor Description Lai2010OptimizationAlgorithm(MVOptimizer mvOptimizer, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, int nBootstraps, double riskParameter)
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Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization.lai2010
Constructors in tech.nmfin.portfoliooptimization.lai2010 with parameters of type ReturnsMoments.Estimator Constructor Description Lai2010NPEBModel(MVOptimizer mvOptimizer, int nBootstraps, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, CetaMaximizer cetaMaximizer)
Constructs an instance of the model. -
Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb
Constructors in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb with parameters of type ReturnsMoments.Estimator Constructor Description NPEBPortfolioMomentsEstimator(Matrix returns, ReturnsMoments.Estimator returnMomentsEstimator, MVOptimizer mvOptimizer, ReturnsResamplerFactory resamplerFactory, int nBootstrapSamples)
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Uses of ReturnsMoments.Estimator in tech.nmfin.portfoliooptimization.lai2010.fit
Classes in tech.nmfin.portfoliooptimization.lai2010.fit that implement ReturnsMoments.Estimator Modifier and Type Class Description class
SimpleAR1Moments
class
SimpleGARCHMoments1
Estimates the moments by GARCH model.class
SimpleGARCHMoments2
Estimates the moments by GARCH model. -
Uses of ReturnsMoments.Estimator in tech.nmfin.returns.moments
Classes in tech.nmfin.returns.moments that implement ReturnsMoments.Estimator Modifier and Type Class Description class
MomentsEstimatorLedoitWolf
Estimates the first two moments of returns using Ledoit-Wolf 2004.
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