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Topic > Finance

Data and Date Management (13 project)
Derivatives (4 project)
Fixed Income (4 project)
Risk Management (9 project)
Standard Regression Models (0 project)
Time Series (19 project)

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11 projects in result set.

0. rneos: R interface to NEOS - R package that implements the XML-RPC interface to NEOS (http://www.neos-server.org)

Development Status : 4 - Beta [Filter]
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Activity Percentile: 0.00

Registered: 2010-07-16 15:32

1. Universal log-optimal portfolios - Provide implementation of universal log-optimal portfolio algorithms in the tradition started by Thomas Cover in "Universal Portfolios".
Development Status : 3 - Alpha [Filter] Intended Audience : Developers [Filter] Intended Audience : End Users/Desktop (Now Filtering) License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English (Now Filtering) Operating System : OS Independent (Now Filtering) Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2010-10-26 02:55

2. ProfitAndLoss - Profit&Loss calculation for financial instruments and portfolio's as used in trading systems. Aimed at doing a limited amount of tasks fast and well. Heavily based on xts-timeseries.

Development Status : 1 - Planning [Filter]
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Topic : Econometrics [Filter]
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Registered: 2010-03-22 18:42

3. Technical Trading Rules - Technical analysis and other functions to construct technical trading rules with R. This project has moved from R-Forge to GitHub : https://github.com/joshuaulrich/TTR

Development Status : 3 - Alpha [Filter]
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Registered: 2008-01-05 14:36

4. ifrogs - ifrogs: R package with certain functions useful in finance research developed by the IGIDR Finance Research Group.
Development Status : 4 - Beta [Filter] Intended Audience : Developers [Filter] Intended Audience : End Users/Desktop (Now Filtering) License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English (Now Filtering) Operating System : OS Independent (Now Filtering) Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2013-01-02 20:47

5. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations.

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Topic : Econometrics : Time Series Modelling [Filter]
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Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]

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Registered: 2009-09-28 11:24

6. Leverage Space Portfolio Modeler - Functions to implement Ralph Vince's Leverage Space Portfolio Model in R. This project has moved from R-Forge to GitHub : https://github.com/joshuaulrich/LSPM
Development Status : 3 - Alpha [Filter] Intended Audience : End Users/Desktop (Now Filtering) License : OSI Approved : GNU General Public License (GPL) [Filter] Natural Language : English (Now Filtering) Operating System : OS Independent (Now Filtering) Programming Language : C/C\+\+ [Filter] Programming Language : R [Filter] Topic : Finance [Filter]	Activity Percentile: 0.00 Registered: 2009-07-22 17:50

7. 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?).

Development Status : 4 - Beta [Filter]
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Registered: 2009-02-26 17:20

8. Trading System Modelling - A framework for modelling trading systems in R

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Registered: 2009-07-09 18:48

9. fxregime: Exchange Rate Regime Analysis - Frankel-Wei regression and structural change tools for estimating, testing, dating and monitoring (de facto) foreign exchange (FX) rate regimes.

Development Status : 3 - Alpha [Filter]
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Topic : Econometrics : Structural Change [Filter]
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Registered: 2007-02-15 19:25

10. 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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Registered: 2011-06-17 07:31