Name | Description | Type | Package | Framework |
MVOptimizer | Solves for the optimal weight using Mean-Variance optimization. | Interface | com.numericalmethod.suanshu.model.lai2010.optimizer | SuanShu |
MVOptimizerMinWeights | Solves for weights by (active set) quadratic programming. | Class | com.numericalmethod.suanshu.model.lai2010.optimizer | SuanShu |
MVOptimizerNoConstraint | Class | com.numericalmethod.suanshu.model.lai2010.optimizer | SuanShu | |