Package tech.nmfin.portfoliooptimization
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Interface Summary Interface Description PortfolioOptimizationAlgorithm Computes the optimal weights based only on returns.PortfolioOptimizationAlgorithm.CovarianceEstimator Define how the expected covariances of an asset for a future period is computed.PortfolioOptimizationAlgorithm.MeanEstimator Define how the expected mean of an asset for a future period is computed.PortfolioOptimizationAlgorithm.SymbolLookup Provides a lookup for product symbols and indices. -
Class Summary Class Description Lai2010OptimizationAlgorithm PortfolioOptimizationAlgorithm.SampleCovarianceEstimator Estimate the expected covariances of an asset using sample covariances.PortfolioOptimizationAlgorithm.SampleMeanEstimator Estimate the expected mean of an asset using sample mean.PortfolioUtils TopNOptimizationAlgorithm