simulate_hedge: Hedge optimization simulation

Description Usage Arguments Value Examples

View source: R/hedge.R

Description

Hedge optimization simulation

Usage

1
simulate_hedge(fitfun, scenarios, S0, I0, size, epochs)

Arguments

scenarios

Shares paths scenarios

S0

Shares initial price

I0

Index Initial price

size

Population size

epochs

Number of epochs

Value

1
     A GA object

Examples

1
## Not Run: obj <- simulate_hedge(scenarios, closing_last, index, 50, 200)

bpvgoncalves/DynHedge documentation built on Dec. 19, 2021, 10:52 a.m.