Package | Description |
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org.drip.execution.adaptive | |
org.drip.execution.nonadaptive | |
org.drip.execution.risk |
Class and Description |
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MeanVarianceObjectiveUtility
MeanVarianceObjectiveUtility implements the Mean-Variance Objective Utility Function that needs to be
optimized to extract the Optimal Execution Trajectory.
|
Class and Description |
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MeanVarianceObjectiveUtility
MeanVarianceObjectiveUtility implements the Mean-Variance Objective Utility Function that needs to be
optimized to extract the Optimal Execution Trajectory.
|
ObjectiveUtility
ObjectiveUtility exposes the Objective Utility Function that needs to be optimized to extract the
Optimal Execution Trajectory.
|
Class and Description |
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ObjectiveUtility
ObjectiveUtility exposes the Objective Utility Function that needs to be optimized to extract the
Optimal Execution Trajectory.
|
PowerVarianceObjectiveUtility
PowerVarianceObjectiveUtility implements the Mean-Power-Variance Objective Utility Function that needs to
be optimized to extract the Optimal Execution Trajectory.
|