Packages

o

apps.optimization

PortfolioExOpt

object PortfolioExOpt extends App

The PortfolioExOpt object solves the following Quadratic Programming 'QP' problem: Given 'n' investment instruments, find a combination/portfolio that minimizes risk for a given expected return. > run-main apps.optimization.PortfolioExOpt

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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Visibility
  1. Public
  2. All

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
    Annotations
    @deprecatedOverriding( ... , "2.11.0" )
  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: ConjugateGradient
  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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