Uses of Package
org.ojalgo.random.process
Packages that use org.ojalgo.random.process
Package
Description
Classes in this package relate to modelling of financial investment portfolios, and Modern Portfolio
Theory.
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Classes in org.ojalgo.random.process used by org.ojalgo.data.domain.financeClassDescriptionDiffusion process defined by a stochastic differential equation:
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Classes in org.ojalgo.random.process used by org.ojalgo.data.domain.finance.portfolioClassDescriptionDiffusion process defined by a stochastic differential equation:
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Classes in org.ojalgo.random.process used by org.ojalgo.data.domain.finance.portfolio.simulatorClassDescriptionDiffusion process defined by a stochastic differential equation:Drive a set of processes simultaneously – correlated or uncorrelated.
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Classes in org.ojalgo.random.process used by org.ojalgo.random.processClassDescriptionThis GaussianField class is a generalization, as well as the underlying implementation, of GaussianProcess.Diffusion process defined by a stochastic differential equation:Drive a set of processes simultaneously – correlated or uncorrelated.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.A random/stochastic process (a series of random variables indexed by time or space) representing the evolution of some random value.Process with fixed mean and (possibly) fluctuating variance given by a
ScedasticityModel
.