Uses of Class
com.quantfinlib.ml.MarketImpactPredictor

Packages that use MarketImpactPredictor

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 MarketImpactPredictor in com.quantfinlib.ml

Methods in com.quantfinlib.ml that return MarketImpactPredictor

Modifier and Type	Method	Description
MarketImpactPredictor	MarketImpactPredictor.fit(double[][] x, double[] realizedImpactBps)	Trains on historical (features, realized impact bps) observations.