Uses of Interface
tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer
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Packages that use CetaMaximizer Package Description tech.nmfin.portfoliooptimization.lai2010 tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer -
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Uses of CetaMaximizer in tech.nmfin.portfoliooptimization.lai2010
Constructors in tech.nmfin.portfoliooptimization.lai2010 with parameters of type CetaMaximizer Constructor Description Lai2010NPEBModel(MVOptimizer mvOptimizer, int nBootstraps, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, CetaMaximizer cetaMaximizer)Constructs an instance of the model. -
Uses of CetaMaximizer in tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer
Classes in tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer that implement CetaMaximizer Modifier and Type Class Description classBrentCetaMaximizerSearches for the maximal point of C(η) by Brent's method.classCombinedCetaMaximizerSearches the maximum C(η) by an array of given maximizers, being tried in sequence.classGridSearchCetaMaximizerSearches (by brute force) for the maximal point of C(η) among a grid of values.Constructors in tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer with parameters of type CetaMaximizer Constructor Description CombinedCetaMaximizer(CetaMaximizer[] maximizers)Constructs a combined maximizer.
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