Unconstrained(double, double, double, PriorConditionalCombiner, double, TransactionFunctionLinear) | | 86% | | 50% | 7 | 8 | 4 | 14 | 0 | 1 |
LinearTemporaryImpact(double, double, double, PriorConditionalCombiner, double, TransactionFunctionLinear, double, R1ToR1, double) | | 98% | | 50% | 8 | 9 | 1 | 37 | 0 | 1 |
spotTime() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
finishTime() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
spotHoldings() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
combiner() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
grossPriceChange() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
driftVolatilityEstimate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
driftExpectationEstimate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
linearTemporaryImpact() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
trajectory() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
instantaneousTradeRate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
staticTransactionCost() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
transactionCostGain() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |