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. > runMain 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. Protected

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. final def args: Array[String]
    Attributes
    protected
    Definition Classes
    App
  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. def clone(): AnyRef
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.CloneNotSupportedException]) @native() @HotSpotIntrinsicCandidate()
  7. val cova: MatrixD
  8. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  9. def equals(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef → Any
  10. final val executionStart: Long
    Definition Classes
    App
  11. def f(x: VectorD): Double
  12. def g(x: VectorD): Double
  13. final def getClass(): Class[_ <: AnyRef]
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  14. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  15. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  16. val label: Array[String]
  17. final def main(args: Array[String]): Unit
    Definition Classes
    App
  18. val mean: VectorD
  19. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  20. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  21. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  22. val r: MatrixD
  23. val solver: ConjugateGradient
  24. final def synchronized[T0](arg0: => T0): T0
    Definition Classes
    AnyRef
  25. def toString(): String
    Definition Classes
    AnyRef → Any
  26. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  27. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException]) @native()
  28. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  29. var x: VectorD
  30. 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

  2. def finalize(): Unit
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.Throwable]) @Deprecated
    Deprecated

Inherited from App

Inherited from DelayedInit

Inherited from AnyRef

Inherited from Any

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