Package tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler

Class GroupResamplerFactory

java.lang.Object

tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler.GroupResamplerFactory

All Implemented Interfaces:

Seedable, ReturnsResamplerFactory

public class GroupResamplerFactory
extends Object
implements ReturnsResamplerFactory, Seedable

Creates re-samplers that do re-sampling for the whole group of stocks together.

Constructor Summary

Constructors

Constructor	Description
GroupResamplerFactory()
GroupResamplerFactory(long seed)

Method Summary

Modifier and Type	Method	Description
MultivariateResampler	newResampler(Matrix returns)	Constructs a new instance of a re-sampling mechanism.
void	seed(long... seeds)	Seed the random number/vector/scenario generator to produce repeatable experiments.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

GroupResamplerFactory

public GroupResamplerFactory()

GroupResamplerFactory

public GroupResamplerFactory(long seed)

Method Details

newResampler

public MultivariateResampler newResampler(Matrix returns)

Description copied from interface: ReturnsResamplerFactory

Constructs a new instance of a re-sampling mechanism.

Specified by:

newResampler in interface ReturnsResamplerFactory

Parameters:

returns - multivariate samples or multivariate time series

Returns:

a new instance of a re-sampler

seed

public void seed(long... seeds)

Description copied from interface: Seedable

Seed the random number/vector/scenario generator to produce repeatable experiments.

Specified by:

seed in interface Seedable

Parameters:

seeds - the seeds