|
Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
|
This is the complete list of members for srfm::minkowski_momentum::MomentumPortfolioOptimizer, including all inherited members.
| Config typedef | srfm::minkowski_momentum::MomentumPortfolioOptimizer | |
| optimize(std::span< const double > returns, std::span< const std::array< double, 3 > > exposures, const Config &cfg={}) noexcept | srfm::minkowski_momentum::MomentumPortfolioOptimizer | static |