Uses of Class
com.quantfinlib.ml.MarketImpactPredictor
Packages that use MarketImpactPredictor
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Uses of MarketImpactPredictor in com.quantfinlib.ml
Methods in com.quantfinlib.ml that return MarketImpactPredictorModifier and TypeMethodDescriptionMarketImpactPredictor.fit(double[][] x, double[] realizedImpactBps) Trains on historical (features, realized impact bps) observations.