Class MaximizeStandardDeviation.EVSelection

java.lang.Object
com.polytechnik.utils.MaximizeStandardDeviation.EVSelection
Enclosing class:
MaximizeStandardDeviation

private static class MaximizeStandardDeviation.EVSelection extends Object
As the state corresponding to maximal \( P\&L \) is not necessary the maximal eigenvalue state due to average price offset -- check all the eigenstates. A helper class.