Package org.akutan

Provides classes which implement a simple example application for the various optimization and shrinkage models included in the library.

See:
          Description

Class Summary
EfficientFrontier Applet/Main class for Application that displays the results from the optimization code.
EfficientFrontier.SampleData Little inner class value object we use to hold raw input data for a given month so we can use a single collection rather than several arrays.
 

Package org.akutan Description

Provides classes which implement a simple example application for the various optimization and shrinkage models included in the library.

Package Specification

Related Documentation

For further information on the algorithms used please see

Since:
2 February 2009