
basta
 Referenced in 13 articles
[sw29265]
 autoregressive conditional heteroscedastic model for financial returns with piecewise constant parameter values. Our method ... analysis of the Financial Times Stock Exchange FTSE 100 index reveals an interesting correspondence between...

fCopulae
 Referenced in 5 articles
[sw22144]
 investigate and to analyze bivariate financial returns by Copulae. Included are the families of Archemedean...

fMultivar
 Referenced in 1 article
[sw22145]
 fMultivar: Rmetrics  Analysing and Modeling Multivariate Financial Return Distributions. Provides a collection of functions ... bivariate and multivariate data sets of financial returns...

ARCHModels.jl
 Referenced in 1 article
[sw36552]
 designed to capture a feature of financial returns data known as volatility clustering ... absolute value) returns tend to cluster together, such as during periods of financial turmoil, which...

VG_codes
 Referenced in 2 articles
[sw23808]
 flexible model for logreturns of financial assets, so far it has found rather limited...

StFinMetrics
 Referenced in 35 articles
[sw29976]
 statistical analysis and modelling of financial time series. But the book can also be used ... state space models; factor models for asset returns; rolling analysis and changepoint detection; modelling...

fBasics
 Referenced in 15 articles
[sw04508]
 Markets and Basic Statistics , Environment for teaching ”Financial Engineering and Computational Finance” NOTE: SEVERAL PARTS ... WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES. Please donate, www.rmetrics.org, to support future activities...

CVXPortfolio
 Referenced in 6 articles
[sw26998]
 Pandas for data handling (e.g., prices, returns, volumes). Our simple examples show how Quandl ... used to import open source financial data, but any other source can be used instead...

PAMR
 Referenced in 10 articles
[sw15437]
 relies upon the mean reversion relation of financial markets. Equipped with online passive aggressive learning ... that it nicely trades off between portfolio return and volatility risk and reflects the mean...

OLPS
 Referenced in 4 articles
[sw15435]
 line portfolio selection is a practical financial engineering problem, which aims to sequentially allocate capital ... assets in order to maximize longterm return. In recent years, a variety of machine...

2Phase NSGA II
 Referenced in 3 articles
[sw28524]
 Portfolio optimization is a serious challenge for financial engineering and has pulled down special attention ... reward that is calculated by expected return and to minimize the risk. Variance has been...

tidyquant
 Referenced in 0 articles
[sw18457]
 tidyquant. Tidy Quantitative Financial Analysis. Bringing quantitative financial analysis to the ’tidyverse’. The ’tidyquant’ package ... quantmod’ and ’TTR’ package functions and returns the objects in the tidy ’tibble’ format...

Chisel
 Referenced in 1 article
[sw22893]
 hardware platforms provide approximate operations that, in return for reduced energy consumption and/or increased performance ... from the image processing, scientific computing, and financial analysis domains. The experimental results show that...

DEA
 Referenced in 245 articles
[sw00194]
 Data Envelopment Analysis (DEA) is becoming an increasingly...

GAUSS
 Referenced in 119 articles
[sw00322]
 The GAUSS Mathematical and Statistical System is a...

Mathematica
 Referenced in 6235 articles
[sw00554]
 Almost any workflow involves computing results, and that...

Matlab
 Referenced in 13100 articles
[sw00558]
 MATLAB® is a highlevel language and interactive...

mclust
 Referenced in 281 articles
[sw00563]
 R package mclust: Normal Mixture Modeling for Model...

ODESSA
 Referenced in 28 articles
[sw00647]
 Algorithm 658_ ODESSA  An ordinary differential equation solver...

R
 Referenced in 9188 articles
[sw00771]
 R is a language and environment for statistical...