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#Com.numericalmethod.suanshu.model.dai2011 Classes and Interfaces - 6 results found.
| Name | Description | Type | Package | Framework |
| Dai2011HMM | Creates a two-state Geometric Brownian Motion with a constant volatility. | Class | com.numericalmethod.suanshu.model.dai2011 | SuanShu |
| Dai2011HMM .CalibrationParam | Class | com.numericalmethod.suanshu.model.dai2011 | SuanShu | |
| Dai2011HMM .ModelParam | Class | com.numericalmethod.suanshu.model.dai2011 | SuanShu | |
| Dai2011Solver | Solves the stochastic control problem in the referenced paper to get the two Min Dai, Qing Zhang and Qiji Jim Zhu, "Optimal Trend Following Trading | Class | com.numericalmethod.suanshu.model.dai2011 | SuanShu |
| Dai2011Solver .Boundaries | Gets the buy threshold. | Class | com.numericalmethod.suanshu.model.dai2011 | SuanShu |
| Dai2011Solver .Builder | Class | com.numericalmethod.suanshu.model.dai2011 | SuanShu | |