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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Classes | |
| struct | AssetEvent |
| struct | Geodesic |
| class | GeodesicLength |
| class | GeodesicSolver |
| class | LorentzBoost |
| struct | LorentzFactor |
| class | MinkowskiCovariance |
| class | OptimalBoost |
| struct | OptimizationResult |
| Result of a single portfolio optimization run. More... | |
| struct | OptimizerConfig |
| Tuning parameters for the relativistic portfolio optimizer. More... | |
| struct | PortfolioFourVector |
| class | PortfolioInvariant |
| struct | PortfolioState |
| A point in portfolio space + time. More... | |
| class | RelativisticPortfolio |
| class | SpacetimeCausalGraph |