• GHICA

  • Referenced in 7 articles [sw25996]
  • GHICA - Risk analysis with GH distributions and independent components. Over recent years, a study ... either calculate risk measures under the Gaussian distributional assumption or involve numerical difficulty. The primary ... resulting ICs in the generalized hyperbolic (GH) distributional framework. For the volatility estimation of each ... simulated data with d = 50 GH distributed components. We further implement the GHICA method...
  • MATCONT

  • Referenced in 421 articles [sw00551]
  • MATCONT: Matlab software for bifurcation study of dynamical...
  • NTL

  • Referenced in 211 articles [sw00638]
  • NTL is a high-performance, portable C++ library...
  • Scikit

  • Referenced in 496 articles [sw08058]
  • Scikit-learn: machine learning in python. Scikit-learn...
  • QRM

  • Referenced in 691 articles [sw11358]
  • R package QRM: Provides R-language Code to...
  • drat

  • Referenced in 1 article [sw16285]
  • R package drat. Creation and use of R...