tech.nmfin.portfoliooptimization

Interface PortfolioOptimizationAlgorithm.MeanEstimator

All Known Implementing Classes:

PortfolioOptimizationAlgorithm.SampleMeanEstimator

Enclosing interface:

PortfolioOptimizationAlgorithm

public static interface PortfolioOptimizationAlgorithm.MeanEstimator

Define how the expected mean of an asset for a future period is computed. The default is to use PortfolioOptimizationAlgorithm.SampleMeanEstimator.

Method Summary

Modifier and Type	Method and Description
default Vector	getMeans(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)

Method Detail

getMeans

default Vector getMeans(Matrix returns,
                        PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup,
                        LocalDateTimeInterval interval)