Uses of Class
com.quantfinlib.ml.IntradayLiquidityForecaster

Packages that use IntradayLiquidityForecaster

Package	Description
com.quantfinlib.ml	Statistical learning for markets, all pure Java: GradientBoostedRegressor (stump boosting), VolatilityForecaster (forward realized vol + 0-100 risk score), RegimeDetector (2-state Gaussian Markov-switching model via Baum-Welch EM), MarketImpactPredictor (learned impact + sweep probability), IntradayLiquidityForecaster (session volume profiles) and AnomalyDetector (quote stuffing, price spikes).

Uses of IntradayLiquidityForecaster in com.quantfinlib.ml

Methods in com.quantfinlib.ml that return IntradayLiquidityForecaster

Modifier and Type	Method	Description
IntradayLiquidityForecaster	IntradayLiquidityForecaster.addDay(double[] volumesPerBucket)	Adds one day's observed volume per bucket.