Examples of ASRFitness

Examples of org.jamesii.asf.portfolios.ga.fitness.ASRFitness

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              new PortfolioPerformanceData[] { portPerfData }, ACCEPTABLE_RISK,
              new boolean[] { false }, MIN_PORTFOLIO_SIZE, MAX_PORTFOLIO_SIZE);
      GeneticAlgorithmPortfolioSelector gaps =
          new GeneticAlgorithmPortfolioSelector();
      gaps.setAbortCriterion(new GenerationCountAbort(NUM_GENERATIONS));
      gaps.setFitness(new ASRFitness());
      gaps.setNumIndividuals(NUM_INDIVIDUALS);
      gaps.setMutationRate(0.001);
      gaps.setIndividualFactory(new ListIndividualFactory());

      double[] gaPortfolio = gaps.portfolio(pdd);
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