Package tech.nmfin.portfoliooptimization
Class PortfolioOptimizationAlgorithm.SampleMeanEstimator
- java.lang.Object
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- tech.nmfin.portfoliooptimization.PortfolioOptimizationAlgorithm.SampleMeanEstimator
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- All Implemented Interfaces:
PortfolioOptimizationAlgorithm.MeanEstimator
- Enclosing interface:
- PortfolioOptimizationAlgorithm
public static class PortfolioOptimizationAlgorithm.SampleMeanEstimator extends Object implements PortfolioOptimizationAlgorithm.MeanEstimator
Estimate the expected mean of an asset using sample mean.
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Constructor Summary
Constructors Constructor Description SampleMeanEstimator()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Vector
getMeans(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
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Method Detail
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getMeans
public Vector getMeans(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
- Specified by:
getMeans
in interfacePortfolioOptimizationAlgorithm.MeanEstimator
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