Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Classes
srfm::portfolio Namespace Reference

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