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10 projects in result set.
0. Statistics for Financial Engineering - The SDAFE package is an R companion to Statistics and Data Analysis for Financial Engineering by David Ruppert (2010, Springer). The package includes script files, functions, and data sets to reproduce most examples, figures, and tables from the text.
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- Development Status : 1 - Planning [Filter]
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Registered: 2011-07-01 00:21 |
1. Universal log-optimal portfolios - Provide implementation of universal log-optimal portfolio algorithms in the tradition started by Thomas Cover in "Universal Portfolios".
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- Development Status : 3 - Alpha [Filter]
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Registered: 2010-10-26 02:55 |
2. ifrogs - ifrogs: R package with certain functions useful in finance research developed by the IGIDR Finance Research Group.
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- Development Status : 4 - Beta [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
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Registered: 2013-01-02 20:47 |
3. ReturnAnalytics - Performance and risk analysis of financial time series, including packages PerformanceAnalytics and PortfolioAnalytics
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- Development Status : 5 - Production/Stable [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
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- Topic : Econometrics [Filter]
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Registered: 2009-10-23 21:42 |
4. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations.
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- Development Status : 3 - Alpha [Filter]
- Environment : Console (Text Based) [Filter]
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- Programming Language : C/C\+\+ [Filter]
- Programming Language : R (Now Filtering)
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance (Now Filtering)
- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]
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Registered: 2009-09-28 11:24 |
5. waveslim: Wavelet methods for 1/2/3D - Basic wavelet routines for the processing/analysis/inference of time series, images and 3D arrays. The code provided here is based on Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); Kingsbury (1999); and Selesnick (200?).
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- Development Status : 4 - Beta [Filter]
- Environment : Console (Text Based) [Filter]
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- Programming Language : Fortran [Filter]
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- Topic : Econometrics [Filter]
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Registered: 2009-02-26 17:20 |
6. Trading System Modelling - A framework for modelling trading systems in R
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- Development Status : 3 - Alpha [Filter]
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Registered: 2009-07-09 18:48 |
7. candlesticks - candlesticks: filter Japanese Candlestick Patterns like Doji, Engulfing, Harami, etc. out of OHLC price data.
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- Development Status : 4 - Beta [Filter]
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Registered: 2012-01-06 14:40 |
8. Rmetrics - Computational Finance - Rmetrics is an open source solution for teaching financial market analysis and valuation of financial instruments. With hundreds of functions build on modern methods, Rmetrics combines explorative data analysis and statistical modelling.
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- Development Status : 4 - Beta [Filter]
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Registered: 2008-03-01 16:55 |
9. NMOF - Functions, data and examples from the book 'Numerical Methods and Optimization in Finance' by Manfred Gilli, Dietmar Maringer and Enrico Schumann. Please note that this repository is no longer used; development is taking place at https://gitlab.com/NMOF/NMOF.
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- Development Status : 6 - Mature [Filter]
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- Topic : Finance (Now Filtering)
- Topic : Numerical Analysis [Filter]
- Topic : Optimization : Heuristics [Filter]
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Registered: 2011-06-17 07:31 |
