Overview  Package   Class  Tree  Deprecated  Index  Help 
 PREV CLASS   NEXT CLASS FRAMES    NO FRAMES    
SUMMARY: NESTED | FIELD | CONSTR | METHOD DETAIL: FIELD | CONSTR | METHOD

net.sourceforge.jasa.agent.valuation
Class NoiseTraderForecaster

java.lang.Object
  extended by net.sourceforge.jasa.agent.valuation.AbstractReturnForecaster
      extended by net.sourceforge.jasa.agent.valuation.ReturnForecasterWithTimeHorizon
          extended by net.sourceforge.jasa.agent.valuation.NoiseTraderForecaster
All Implemented Interfaces:
java.io.Serializable, java.lang.Cloneable, ReturnForecaster
public class NoiseTraderForecaster
extends ReturnForecasterWithTimeHorizon
implements java.io.Serializable

See Also:
Serialized Form
 

Field Summary
protected  AbstractContinousDistribution noiseDistribution
           
protected  RandomEngine prng
           
 
Fields inherited from class net.sourceforge.jasa.agent.valuation.ReturnForecasterWithTimeHorizon
alpha, currentPrediction, historicalPredictions, historicalPrices, market, timeHorizon, totalSquaredError
 
Constructor Summary
NoiseTraderForecaster()
           
NoiseTraderForecaster(RandomEngine prng)
           
 
Method Summary
 void eventOccurred(SimEvent event)
           
 double getNextPeriodReturnForecast(Market market)
           
 RandomEngine getPrng()
           
 void setPrng(RandomEngine prng)
          
Methods inherited from class net.sourceforge.jasa.agent.valuation.ReturnForecasterWithTimeHorizon
afterPropertiesSet, clone, dispose, getAlpha, getForecastError, getReturnForecast, getTimeHorizon, onRoundFinished, onSimulationStarting, setAlpha, setTimeHorizon
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

noiseDistribution

protected AbstractContinousDistribution noiseDistribution

prng

protected RandomEngine prng
Constructor Detail

NoiseTraderForecaster

public NoiseTraderForecaster(RandomEngine prng)

NoiseTraderForecaster

public NoiseTraderForecaster()
Method Detail

getNextPeriodReturnForecast

public double getNextPeriodReturnForecast(Market market)
Specified by:
getNextPeriodReturnForecast in class ReturnForecasterWithTimeHorizon

eventOccurred

public void eventOccurred(SimEvent event)
Overrides:
eventOccurred in class ReturnForecasterWithTimeHorizon

getPrng

public RandomEngine getPrng()

setPrng


















subscribeToEvents


public void subscribeToEvents(EventScheduler scheduler)






Overrides:
subscribeToEvents in class ReturnForecasterWithTimeHorizon



























  

      Overview 
      Package 
    Class 
      Tree 
      Deprecated 
      Index 
      Help 
  













 PREV CLASS 
 NEXT CLASS

  FRAMES   
 NO FRAMES   
 









  SUMMARY: NESTED | FIELD | CONSTR | METHOD

DETAIL: FIELD | CONSTR | METHOD