Software Map
Tag cloud  Project Tree  Project List
ANOVA Bayesian Bioinformatics Bioinformatics & Biostatistics Biostatistics C++ Cancer Chemoinformatics Classification Clustering Copynumber DNA Ecology Economics Finance GUI Genetic Algorithms Genetics HTML Machine Learning Machine learning Mixture Multiple Comparisons Multivariate Analysis Multivariate Regression Multivariate Techniques Next generation Sequencing ODE Phylogeny R RForge Rcmdr Regression SNP Statistics Time series Visualization Wholegenome bioinformatics biostatistics break detection categorical change detection classification clustering community ecology data mining database datasets dissimilarity distance distributions diversity dynamic systems ecological models ecology econometrics economics epidemiology finance gene expression generalized linear models genetics graphics high dimentional data likelihood linear models linear programming machine learning microarray missing data missing values mixed effect models mixed model model comparison model estimation model selection movement multivariate multivariate regression multivariate statistics nonparametrics nonlinear models nonparametric optimization parametric model permutation tests phylogeny plotting political analysis prediction psychology raster regression remote sensing reporting robust robust statistics simulation soil spatial spatial autocorrelation spatial classes spatial data spatial methods spatial point patterns spatial regression spatiotemporal species distribution models survival teaching text mining time series visualization
19 projects in result set.
ANN  This package provides a feedforward Artificial Neural Network (ANN) optimized by Genetic Algorithm (GA).  
Tags: Artificial Neural Network, Machine Learning, C++, Finance, Genetic Algorithms, R  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20111209 18:43 
Actuarial Valuation Benefit Obligation  The aim of this project is to develop a package for Valuing Defined Benefit Obligation. Keyword: actuarial valuation methods, Pension Benefits, Projected unit Method, Traditional Credit Unit Method. Service Cost, IFRS19R, USGAAP, Pension Liabilities  
Tags: Actuarial, Banks, Basel III, RStudio, Finance, R, Statistics  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20160218 17:06 
Counterparty Credit Risk Management  This project contains techniques measuring the counterparty credit risk management based on the Basel III regulatory framework. Currently, the SACCR exposureatdefault method and valuation adjustments including CVA, DVA, FVA, MVA, KVA are included.  
Tags: Basel III, Finance, risk, Banks, Economics  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20150920 17:34 
Event Studies  An R package for conducting event studies and a platform for methodological research on event studies. Note: This repository is not used any more. Please see: https://github.com/nipfpmf/eventstudies for the latest version of this package.  
Tags: Economics, Finance, Event study  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20110620 06:02 
Funds Management Rankings  This R project enables fund mangers to rank their funds on the basis or qualitative and quantitative characteristics. Returns returns are processed to meet general qualitative criteria, then ranked against each other.  
Tags: Finance  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20131205 01:11 
LIHNPSD  A Poisson Subordinated Distribution to capture major leptokurtic features in logreturn time series of financial data.  
Tags: Finance, Mixture, distributions  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20140227 20:05 
Mixed Tempered Stable Distribution  This package provides detailed functions for univariate Mixed Tempered Stable distribution distribution with Gamma mixing density. The package contains routine for mle estimation, for the computation of density, probability, quantile and random numbers  
Tags: Finance, Mixture, density estimation, finance, model selection  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20140721 14:47 
MortalityTables  Repository of mortality tables and convenient functions for actuarial work.  
Tags: Finance, Insurance, Actuarial, Life Contingencies  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20130123 23:36 
Opefimor  Companion package to the book Option Pricing and Estimation of Financial Models in R, Wiley, Chichester. ISBN: 9780470745847.  
Tags: Estimation, Finance, Time series, estimation, finance, option, option pricing, stochastic, stochastic differential equation, stochastic differential equations, stochastic modeling, stochastic processes, time series  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20150821 21:50 
Performance Attribution  Performance attribution for equity portfolios.  
Tags: attribution, equity portfolios, Finance  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20110917 12:57 
PricingMixedTS  This package provides several routines for option pricing under the assumption that the underlying asset price is an exponential Mixed Tempered Stable process. Routines for special cases of the MixedTS (example Variance Gamma) are also available.  
Tags: Finance  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20150207 13:28 
Quantitative Risk Management  This package is designed to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rudiger Frey and Paul Embrechts. The package is a modfied version of the package 'QRMlib' (see CRAN archive).  
Tags: Finance, R, finance, time series  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20120426 14:34 
R Point and Figure Library  The R Point and Figure Library is an open source toolset to create and analyze Point & Figure Charts for given time series or data frame objects.  
Tags: finance, Finance, time series, technical chart analysis  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20130324 20:11 
RStrategist  To develop the use of R as a tool to strategise in financial markets. Including examples of the comined use of packages such as Blotter, QuantStrat, RQuantLib, fOptions and PairTrading to name a few, plus contributed code.  
Tags: Finance, Strategy, Options, Trading, Economics  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20130330 13:41 
UW CFRM and GARP Collaborative Project  Collaborative project between the University of Washington Computational Finance & Risk Management Program and the Global Association of Risk Professionals to develop R packages that facilitate the learning of risk management concepts.  
Tags: Finance, risk  
This project has not yet categorized itself in the Trove Software Map  Activity Percentile: 0 Activity Ranking: 0 Registered: 20131115 04:30 
Yuima Project  The project for simulation and inference of multidimensional stochastic differential equations.  
Tags: finance, stochastic processes, stochastic differential equation, estimation, time series, model selection, change point, Bayesian, Finance, MCMC, Monte Carlo, Statistics, change detection, changepoint, dynamic systems, inference, likelihood, option, option pricing, simulation, simulations, statistical inference, statistics, stochastic, stochastic differential equations  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20090928 11:24 
cbrAPI  Allows to download and read dbffiles with different forms of accounting reports (101, 102, 123, 134, 135) for a certain time period, as well as find information about the banks on Central Bank of Russia site  
Tags: R, Economics, Finance, Accounting reports, Banks, Russia, Central Bank of Russia  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20150512 19:49 
ifrogs  ifrogs: R package with certain functions useful in finance research developed by the IGIDR Finance Research Group.  
Tags: Finance, R, finance  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20130102 20:47 
parma  The portfolio allocation and risk managament applications (parma) package contains a unique set of methods and models for the optimal allocation of capital in financial portfolios.  
Tags: Finance, optimization, portfolio optimization  

Activity Percentile: 0 Activity Ranking: 0 Registered: 20130528 10:23 