Uses of Record Class
com.quantfinlib.ml.RegimeDetector.RegimeModel
Packages that use RegimeDetector.RegimeModel
Package
Description
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 RegimeDetector.RegimeModel in com.quantfinlib.ml
Methods in com.quantfinlib.ml that return RegimeDetector.RegimeModelModifier and TypeMethodDescriptionstatic RegimeDetector.RegimeModelRegimeDetector.fit(double[] returns, int maxIterations)