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#Com.numericalmethod.suanshu.model.corvalan2005 Classes and Interfaces - 10 results found.
NameDescriptionTypePackageFramework
Corvalan2005Classcom.numericalmethod.suanshu.model.corvalan2005SuanShu
Corvalan2005 .WeightsConstraintConstraints on weights which are defined by a set of less-than constraints.Interfacecom.numericalmethod.suanshu.model.corvalan2005SuanShu
DiversificationMeasureDefines the diversification of a portfolio.Interfacecom.numericalmethod.suanshu.model.corvalan2005.diversificationSuanShu
MinimumWeightsThis constraint puts lower bounds on weights.Classcom.numericalmethod.suanshu.model.corvalan2005.constraintSuanShu
NoConstraintsWeights are unconstrained and constraints() returns null.Classcom.numericalmethod.suanshu.model.corvalan2005.constraintSuanShu
NoShortSellingWeights cannot be negative.Classcom.numericalmethod.suanshu.model.corvalan2005.constraintSuanShu
ProductOfWeightsClasscom.numericalmethod.suanshu.model.corvalan2005.diversificationSuanShu
SumOfPoweredWeightsDefines portfolio diversification as D(w) = sum_i w_i^PClasscom.numericalmethod.suanshu.model.corvalan2005.diversificationSuanShu
SumOfSquaredWeightsDefines portfolio diversification as D(w) = sum_i w_i^2Classcom.numericalmethod.suanshu.model.corvalan2005.diversificationSuanShu
SumOfWLogWDefines portfolio diversification as D(w) = sum_i w_i ln(w_i)Classcom.numericalmethod.suanshu.model.corvalan2005.diversificationSuanShu