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Class HierarchicalClusteringAssetAllocation

crates/openquant/src/hcaa.rs:14–19  ·  view source on GitHub ↗

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12
13#[derive(Debug, Clone)]
14pub struct HierarchicalClusteringAssetAllocation {
15 pub weights: Vec<f64>,
16 pub ordered_indices: Vec<usize>,
17 pub clusters: Vec<[usize; 2]>,
18 calculate_expected_returns: String,
19}
20
21impl Default for HierarchicalClusteringAssetAllocation {
22 fn default() -> Self {

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