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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Inherited
  1. PortfolioExOpt
  2. App
  3. DelayedInit
  4. AnyRef
  5. Any
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Value Members

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

    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

    Definition Classes
    AnyRef → Any

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

    Definition Classes
    AnyRef → Any

  4. def args: Array[String]

    Attributes
    protected
    Definition Classes
    App
    Annotations
    @deprecatedOverriding( "args should not be overridden" , "2.11.0" )

  5. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  6. def clone(): AnyRef

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

  7. val cova: MatrixD

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

    Definition Classes
    AnyRef

  9. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any

  10. val executionStart: Long

    Definition Classes
    App

  11. def f(x: VectorD): Double

  12. def finalize(): Unit

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

  13. def g(x: VectorD): Double

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

    Definition Classes
    AnyRef → Any

  15. def hashCode(): Int

    Definition Classes
    AnyRef → Any

  16. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  17. val label: Array[String]

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

    Definition Classes
    App
    Annotations
    @deprecatedOverriding( "main should not be overridden" , "2.11.0" )

  19. val mean: VectorD

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

    Definition Classes
    AnyRef

  21. final def notify(): Unit

    Definition Classes
    AnyRef

  22. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  23. val r: MatrixD

  24. val solver: ConjGradient

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

    Definition Classes
    AnyRef

  26. def toString(): String

    Definition Classes
    AnyRef → Any

  27. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  30. var x: VectorD

  31. val x0: VectorD

Deprecated Value Members

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

    Definition Classes
    App → DelayedInit
    Annotations
    @deprecated
    Deprecated

    (Since version 2.11.0) The delayedInit mechanism will disappear.

Inherited from App

Inherited from DelayedInit

Inherited from AnyRef

Inherited from Any

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