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Topic > Finance
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5 projects in result set.
0. 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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- Programming Language : R [Filter]
- Topic : Econometrics : Structural Change [Filter]
- Topic : Finance [Filter]
- Topic : Time Series [Filter]
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Registered: 2007-02-15 19:25 |
1. Trading System Modelling - A framework for modelling trading systems in R |
- Development Status : 3 - Alpha [Filter]
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Registered: 2009-07-09 18:48 |
2. 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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- Programming Language : C/C\+\+ [Filter]
- Programming Language : Fortran [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics [Filter]
- Topic : Finance [Filter]
- Topic : Time Series [Filter]
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Registered: 2009-02-26 17:20 |
3. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations. |
- Development Status : 3 - Alpha [Filter]
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- Programming Language : C/C\+\+ [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance [Filter]
- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]
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Activity Percentile: 0.00
Registered: 2009-09-28 11:24 |
4. 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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- Programming Language : R [Filter]
- Topic : Econometrics [Filter]
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Registered: 2010-03-22 18:42 |