
SharpeR
 Referenced in 1 article
[sw36346]
 package SharpeR: Statistical Significance of the Sharpe Ratio. A collection of tools for analyzing significance ... trading strategies, based on the Sharpe ratio and overfit of the same. Provides density, distribution ... quantile and random generation of the Sharpe ratio distribution based on normal returns, as well ... optimal Sharpe ratio over multiple assets. Computes confidence intervals on the Sharpe and provides...

FIDAP
 Referenced in 37 articles
[sw00006]
 FIDAP (A Fluid Dynamics Analysis Program). This paper...

GAP
 Referenced in 2850 articles
[sw00320]
 GAP is a system for computational discrete algebra...

Gerris
 Referenced in 259 articles
[sw00341]
 Gerris is a Free Software program for the...

Macaulay2
 Referenced in 1658 articles
[sw00537]
 Macaulay2 is a software system devoted to supporting...

Maple
 Referenced in 5040 articles
[sw00545]
 The result of over 30 years of cutting...

Mathematica
 Referenced in 5883 articles
[sw00554]
 Almost any workflow involves computing results, and that...

Matlab
 Referenced in 12074 articles
[sw00558]
 MATLAB® is a highlevel language and interactive...

NAG
 Referenced in 417 articles
[sw00610]
 Produced by experts for use in a variety...

PARI/GP
 Referenced in 586 articles
[sw00680]
 PARI/GP is a widely used Computer Algebra System...

PLTMG
 Referenced in 215 articles
[sw00717]
 PLTMG 11.0 is a package for solving elliptic...

SeDuMi
 Referenced in 1175 articles
[sw04002]
 SeDuMi is a Matlab toolbox for solving optimization...

SDPT3
 Referenced in 609 articles
[sw04009]
 This software is designed to solve conic programming...

PETSc
 Referenced in 1148 articles
[sw04012]
 The Portable, Extensible Toolkit for Scientiﬁc Computation (PETSc...

UCIml
 Referenced in 3041 articles
[sw04074]
 UC Irvine Machine Learning Repository. We currently maintain...

METIS
 Referenced in 445 articles
[sw04089]
 METIS is a set of serial programs for...

ARPACK
 Referenced in 783 articles
[sw04218]
 ARPACK is a collection of Fortran77 subroutines designed...

CODA
 Referenced in 281 articles
[sw04290]
 R package coda: Output analysis and diagnostics for...

FEniCS
 Referenced in 553 articles
[sw04314]
 The FEniCS Project is a collaborative project for...

boa
 Referenced in 90 articles
[sw04493]
 R package boa: Bayesian Output Analysis Program (BOA...