Uses of Package
org.ojalgo.random.process
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Packages that use org.ojalgo.random.process Package Description org.ojalgo.data.domain.finance org.ojalgo.data.domain.finance.portfolio Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio Theory.org.ojalgo.data.domain.finance.portfolio.simulator org.ojalgo.random.process -
Classes in org.ojalgo.random.process used by org.ojalgo.data.domain.finance Class Description GeometricBrownianMotion Diffusion process defined by a stochastic differential equation: -
Classes in org.ojalgo.random.process used by org.ojalgo.data.domain.finance.portfolio Class Description GeometricBrownianMotion Diffusion process defined by a stochastic differential equation: -
Classes in org.ojalgo.random.process used by org.ojalgo.data.domain.finance.portfolio.simulator Class Description GeometricBrownianMotion Diffusion process defined by a stochastic differential equation:Process1D Drive a set of processes simultaneously – correlated or uncorrelated.RandomProcess.SimulationResults -
Classes in org.ojalgo.random.process used by org.ojalgo.random.process Class Description AbstractProcess GaussianField This GaussianField class is a generalization, as well as the underlying implementation, of GaussianProcess.GaussianField.Covariance GaussianField.Mean GeometricBrownianMotion Diffusion process defined by a stochastic differential equation:MultipleValuesBasedProcess Process1D Drive a set of processes simultaneously – correlated or uncorrelated.Process1D.ComponentProcess RandomField A random field is a generalization of a stochastic process such that the underlying parameter need no longer be a simple real or integer valued "time", but can instead take values that are multidimensional vectors, or points on some manifold.RandomProcess A random/stochastic process (a series of random variables indexed by time or space) representing the evolution of some random value.RandomProcess.SimulationResults SingleValueBasedProcess StationaryNormalProcess Process with fixed mean and (possibly) fluctuating variance given by aScedasticityModel
.WienerProcess