tech.nmfin.portfoliooptimization

Class PortfolioOptimizationAlgorithm.SampleMeanEstimator

java.lang.Object

tech.nmfin.portfoliooptimization.PortfolioOptimizationAlgorithm.SampleMeanEstimator

All Implemented Interfaces:

PortfolioOptimizationAlgorithm.MeanEstimator

Enclosing interface:

PortfolioOptimizationAlgorithm

public static class PortfolioOptimizationAlgorithm.SampleMeanEstimator
extends Object
implements PortfolioOptimizationAlgorithm.MeanEstimator

Estimate the expected mean of an asset using sample mean.

Constructor Summary

Constructors

Constructor and Description
SampleMeanEstimator()

Method Summary

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

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SampleMeanEstimator

public SampleMeanEstimator()

Method Detail

getMeans

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

Specified by:

getMeans in interface PortfolioOptimizationAlgorithm.MeanEstimator