| Package | Description |
|---|---|
| dev.nm.misc.datastructure.time | |
| tech.nmfin.portfoliooptimization | |
| tech.nmfin.portfoliooptimization.nmsaam |
| Modifier and Type | Method and Description |
|---|---|
static LocalDateTimeInterval |
LocalDateTimeInterval.of(LocalDateTime start,
LocalDateTime end)
Creates an interval from a start and end time.
|
static LocalDateTimeInterval |
LocalDateTimeInterval.of(LocalDateTime start,
Period period)
Creates an interval from a start time and a period.
|
static LocalDateTimeInterval |
LocalDateTimeInterval.of(Period period,
LocalDateTime end)
Creates an interval from a period and an end time.
|
| Modifier and Type | Method and Description |
|---|---|
static List<LocalDateTimeInterval> |
LocalDateTimeUtils.fixedSizeIntervals(LocalDateTime start,
LocalDateTime end,
Period period)
Creates a list of intervals between
start and end every
so often. |
| Modifier and Type | Method and Description |
|---|---|
boolean |
LocalDateTimeInterval.contains(LocalDateTimeInterval other) |
boolean |
LocalDateTimeInterval.overlaps(LocalDateTimeInterval other)
Whether this time interval overlaps with the given time interval.
|
static List<LocalDateTime> |
LocalDateTimeUtils.periodicInstantsSpanningInterval(LocalDateTimeInterval interval,
Period period)
Generates a list of periodic time instants which span the whole given
interval.
|
static List<LocalDateTime> |
LocalDateTimeUtils.periodicInstantsWithinInterval(LocalDateTimeInterval interval,
Period period)
Generates a list of periodic time instants within a given interval.
|
| Modifier and Type | Method and Description |
|---|---|
default Matrix |
PortfolioOptimizationAlgorithm.CovarianceEstimator.getCovariances(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
LocalDateTimeInterval interval) |
Matrix |
PortfolioOptimizationAlgorithm.SampleCovarianceEstimator.getCovariances(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
LocalDateTimeInterval interval) |
default Vector |
PortfolioOptimizationAlgorithm.MeanEstimator.getMeans(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
LocalDateTimeInterval interval) |
Vector |
PortfolioOptimizationAlgorithm.SampleMeanEstimator.getMeans(Matrix returns,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
LocalDateTimeInterval interval) |
Vector |
TopNOptimizationAlgorithm.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
LocalDateTimeInterval interval) |
Vector |
Lai2010OptimizationAlgorithm.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
LocalDateTimeInterval interval) |
Vector |
PortfolioOptimizationAlgorithm.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
LocalDateTimeInterval interval)
Computes the optimal weights for the products using returns.
|
| Modifier and Type | Method and Description |
|---|---|
Vector |
NMSAAM.getOptimalWeights(Matrix returns,
Vector weights0,
PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
LocalDateTimeInterval interval) |
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