Package org.jamesii.asf.portfolios.ga.fitness

Examples of org.jamesii.asf.portfolios.ga.fitness.ASRFitness

88
89
90
91
92
93
94
95
96
97
98
              new PortfolioPerformanceData[] { portPerfData }, ACCEPTABLE_RISK,
              new boolean[] { false }, MIN_PORTFOLIO_SIZE, MAX_PORTFOLIO_SIZE);
      GeneticAlgorithmPortfolioSelector gaps =
          new GeneticAlgorithmPortfolioSelector();
      gaps.setAbortCriterion(new GenerationCountAbort(NUM_GENERATIONS));
      gaps.setFitness(new ASRFitness());
      gaps.setNumIndividuals(NUM_INDIVIDUALS);
      gaps.setMutationRate(0.001);
      gaps.setIndividualFactory(new ListIndividualFactory());

      double[] gaPortfolio = gaps.portfolio(pdd);
View Full Code Here
TOP

Related Classes of org.jamesii.asf.portfolios.ga.fitness.ASRFitness

  • org.jamesii.perfdb.tools.TestPortfolioConstructionWithData
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.