Uses of Interface
tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer.CetaMaximizer

Packages that use CetaMaximizer

Package	Description
tech.nmfin.portfoliooptimization.lai2010
tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer

Uses of CetaMaximizer in tech.nmfin.portfoliooptimization.lai2010

Constructors in tech.nmfin.portfoliooptimization.lai2010 with parameters of type CetaMaximizer

Constructor and Description
Lai2010NPEBModel(MVOptimizer mvOptimizer, int nBootstraps, ReturnsMoments.Estimator returnsMomentsEstimator, ReturnsResamplerFactory resamplerFactory, CetaMaximizer cetaMaximizer) Constructs an instance of the model.

Uses of CetaMaximizer in tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer

Classes in tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer that implement CetaMaximizer

Modifier and Type	Class and Description
class	BrentCetaMaximizer Searches for the maximal point of C(η) by Brent's method.
class	CombinedCetaMaximizer Searches the maximum C(η) by an array of given maximizers, being tried in sequence.
class	GridSearchCetaMaximizer Searches (by brute force) for the maximal point of C(η) among a grid of values.

Constructors in tech.nmfin.portfoliooptimization.lai2010.ceta.maximizer with parameters of type CetaMaximizer

Constructor and Description
CombinedCetaMaximizer(CetaMaximizer[] maximizers) Constructs a combined maximizer.