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#Com.numericalmethod.suanshu.model.lai2010 Classes and Interfaces - 27 results found.
NameDescriptionTypePackageFramework
ARResamplerFactoryClasscom.numericalmethod.suanshu.model.lai2010.ceta.npeb.resamplerSuanShu
BrentCetaMaximizerClasscom.numericalmethod.suanshu.model.lai2010.ceta.maximizerSuanShu
CetaClasscom.numericalmethod.suanshu.model.lai2010.cetaSuanShu
Ceta .MomentsClasscom.numericalmethod.suanshu.model.lai2010.cetaSuanShu
Ceta .MomentsEstimatorInterfacecom.numericalmethod.suanshu.model.lai2010.cetaSuanShu
CetaMaximizerInterfacecom.numericalmethod.suanshu.model.lai2010.ceta.maximizerSuanShu
CetaMaximizer .NegCetaFunctionClasscom.numericalmethod.suanshu.model.lai2010.ceta.maximizerSuanShu
CetaMaximizer .SolutionClasscom.numericalmethod.suanshu.model.lai2010.ceta.maximizerSuanShu
CombinedCetaMaximizerClasscom.numericalmethod.suanshu.model.lai2010.ceta.maximizerSuanShu
GARCHResamplerFactoryClasscom.numericalmethod.suanshu.model.lai2010.ceta.npeb.resamplerSuanShu
GridSearchCetaMaximizerClasscom.numericalmethod.suanshu.model.lai2010.ceta.maximizerSuanShu
GroupResamplerFactoryCreates re-samplers that do re-sampling for the whole group of stocks together.Classcom.numericalmethod.suanshu.model.lai2010.ceta.npeb.resamplerSuanShu
Lai2010NPEBModelThe Non-Parametric Empirical Bayes (NPEB) model described in the reference computes the optimal weights for asset allocation.Classcom.numericalmethod.suanshu.model.lai2010SuanShu
Lai2010NPEBModel .OptimalWeightsClasscom.numericalmethod.suanshu.model.lai2010SuanShu
ModelResamplerFactoryClasscom.numericalmethod.suanshu.model.lai2010.ceta.npeb.resamplerSuanShu
MVOptimizerSolves for the optimal weight using Mean-Variance optimization.Interfacecom.numericalmethod.suanshu.model.lai2010.optimizerSuanShu
MVOptimizerMinWeightsSolves for weights by (active set) quadratic programming.Classcom.numericalmethod.suanshu.model.lai2010.optimizerSuanShu
MVOptimizerNoConstraintClasscom.numericalmethod.suanshu.model.lai2010.optimizerSuanShu
NPEBMomentsEstimatorClasscom.numericalmethod.suanshu.model.lai2010.ceta.npebSuanShu
ResamplerModelInterfacecom.numericalmethod.suanshu.model.lai2010.fitSuanShu
ReturnsMomentsEstimatorInterfacecom.numericalmethod.suanshu.model.lai2010.fitSuanShu
ReturnsResamplerFactoryThis is a factory interface to construct new instances of multivariate resamplers.Interfacecom.numericalmethod.suanshu.model.lai2010.ceta.npeb.resamplerSuanShu
SimpleAR1FitThis class does a quick AR(1) fitting to the time series, essentially treating the returns as independent.Classcom.numericalmethod.suanshu.model.lai2010.fitSuanShu
SimpleAR1MomentsClasscom.numericalmethod.suanshu.model.lai2010.fitSuanShu
SimpleGARCHFitThis class does a quick GARCH(1,1) fitting to the time series, essentially treating the returns as independent.Classcom.numericalmethod.suanshu.model.lai2010.fitSuanShu
SimpleGARCHFit .AR1GARCH11ModelClasscom.numericalmethod.suanshu.model.lai2010.fitSuanShu
SimpleGARCHMomentsEstimates the moments by GARCH model.Classcom.numericalmethod.suanshu.model.lai2010.fitSuanShu