• AMIDST

  • Referenced in 5 articles [sw21741]
  • wide range of conjugate exponential family models. We evaluate the proposed algorithm on three real ... trajectory dataset, and a financial dataset) and using several models (LDA, factor analysis, mixture...
  • iWorks

  • Referenced in 1 article [sw24461]
  • leading enterprise-wide actuarial modeling system that helps insurance and financial services companies meet reporting ... actuaries and risk managers through integrated financial modeling and data management capabilities. iWorks Prophet...
  • Premia

  • Referenced in 1 article [sw21216]
  • designed for option pricing, hedging and financial model calibration. It is provided with ... derivative products are major issues for financial institutions. The development of increasingly complex financial products ... Equity Derivatives in Black-Scholes and Heston models; Pricing and Hedging of Equity Derivatives...
  • MoSes

  • Referenced in 1 article [sw24462]
  • Towers Watson - MoSes: Risk and Financial Modelling Software for Life Insurers...
  • GENEFER

  • Referenced in 1 article [sw16838]
  • GENEFER -- an artificial intelligence approach. Economic modeling of financial markets attempts to model highly complex...
  • DataModeler

  • Referenced in 7 articles [sw13443]
  • modeling. The techniques it embodies have been applied in production trouble-shooting, bioreactor control, financial ... growing need for industrial-strength modeling, review key strengths of genetic programming, demonstrate the capabilities...
  • GAS

  • Referenced in 4 articles [sw17726]
  • with the GAS Package. GAS models have been recently proposed in time-series econometrics ... This paper details how financial risk managers can use GAS models for Value-at-Risk...
  • EVIM

  • Referenced in 10 articles [sw00255]
  • extreme movements that can be expected in financial markets? Have we already seen the largest ... movements? Are there theoretical processes that can model the type of fat tails that come ... essential for sound risk management of financial exposures. It turns out that we can answer...
  • MARKEX

  • Referenced in 10 articles [sw10912]
  • financial information of the enterprises involved in the decision making process. The system’s model...
  • fMultivar

  • Referenced in 1 article [sw22145]
  • package fMultivar: Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions. Provides a collection of functions...
  • ppstat

  • Referenced in 3 articles [sw14597]
  • have been used to model such diverse things as financial trade times and neuron spike...
  • DySco

  • Referenced in 5 articles [sw16261]
  • Score (DySco) package is introduced for estimating models for positive variables, in which the location/scale ... time. Its capabilities are demonstrated using a financial application...
  • PROC VARMAX

  • Referenced in 1 article [sw12093]
  • processes with exogenous regressors (VARMAX) models. Often, economic or financial variables are not only contemporaneously ... used to model these types of time relationships. In many economic and financial applications ... variables). The VARMAX procedure enables you to model the dynamic relationship both between the dependent...
  • RQuantLib

  • Referenced in 3 articles [sw10615]
  • library for quantitative analysis, modeling, trading, and risk management of financial assets. The Windows binary...
  • VG_codes

  • Referenced in 2 articles [sw23808]
  • distribution is a flexible model for log-returns of financial assets...
  • fUnitRoots

  • Referenced in 5 articles [sw25516]
  • package fUnitRoots: Rmetrics - Modelling Trends and Unit Roots. Provides four addons for analyzing trends ... unit roots in financial time series: (i) functions for the density and probability...
  • TVICA

  • Referenced in 6 articles [sw25995]
  • independent component analysis and its applications to financial data. A new method of ICA, TVICA ... alternatives, including ICA, PCA and DCC-based models...
  • partialAR

  • Referenced in 0 articles [sw19678]
  • This may be of use in modeling certain financial time series...
  • ARCHModels.jl

  • Referenced in 1 article [sw36552]
  • class of models designed to capture a feature of financial returns data known as volatility ... cluster together, such as during periods of financial turmoil, which then alternate with relatively calmer ... estimating, and testing a variety of GARCH models...
  • ICLUS

  • Referenced in 1 article [sw02611]
  • clustering model can be used to cluster financial time series with similar structural patterns...