apps.optimization

PortfolioExOpt

object PortfolioExOpt extends App

This object solves the following Quadratic Programming (QP) problem: Given n investment instruments, find a combination/portfolio that minimizes risk for a given expected return.

Linear Supertypes
App, DelayedInit, AnyRef, Any
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  1. PortfolioExOpt
  2. App
  3. DelayedInit
  4. AnyRef
  5. Any
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Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any

  3. final def ##(): Int

    Definition Classes
    AnyRef → Any

  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any

  6. def args: Array[String]

    Attributes
    protected
    Definition Classes
    App

  7. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  8. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  9. val cova: MatrixD

  10. def delayedInit(body: ⇒ Unit): Unit

    Definition Classes
    App → DelayedInit

  11. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  12. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any

  13. val executionStart: Long

    Definition Classes
    App

  14. def f(x: VectorD): Double

  15. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  16. def g(x: VectorD): Double

  17. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any

  18. def hashCode(): Int

    Definition Classes
    AnyRef → Any

  19. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  20. val label: Array[String]

  21. def main(args: Array[String]): Unit

    Definition Classes
    App

  22. val mean: VectorD

  23. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  24. final def notify(): Unit

    Definition Classes
    AnyRef

  25. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  26. val r: MatrixD

  27. val solver: ConjGradient

  28. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef

  29. def toString(): String

    Definition Classes
    AnyRef → Any

  30. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  31. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  32. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  33. var x: VectorD

  34. val x0: VectorD

Inherited from App

Inherited from DelayedInit

Inherited from AnyRef

Inherited from Any

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