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Natural Language :: English [Remove This Filter]
Development Status :: 3 - Alpha [Remove This Filter]
Topic :: Finance :: Time Series [Remove This Filter]
4 projects in result set.
0. FinTS - To create a companion package for Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley). |
- Development Status : 3 - Alpha (Now Filtering)
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English (Now Filtering)
- Operating System : Microsoft : Windows : Windows NT/2000/XP [Filter]
- Programming Language : R [Filter]
- Topic : Finance : Risk Management : Value at Risk [Filter]
- Topic : Finance : Time Series (Now Filtering)
- Topic : Time Series [Filter]
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Activity Percentile: 0.00
Registered: 2007-10-19 01:10 |
1. Fitting RSLN models - Regime-switching lognormal (RSLN) models are prominently used in actuarial science and risk management. This package implements Bayesian methods to fit the model, enabling academics and practitioners to incorporate the RSLN model in their work. |
- Development Status : 3 - Alpha (Now Filtering)
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English (Now Filtering)
- Programming Language : R [Filter]
- Topic : Bayesian Statistics : Specific Model Fitting [Filter]
- Topic : Finance : Time Series (Now Filtering)
- Topic : Time Series [Filter]
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Activity Percentile: 0.00
Registered: 2010-04-06 19:08 |
2. TradeAnalytics - Transaction-oriented infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and strategy simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Still in heavy development. |
- Development Status : 3 - Alpha (Now Filtering)
- Development Status : 4 - Beta [Filter]
- Environment : Console (Text Based) [Filter]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English (Now Filtering)
- Operating System : OS Independent [Filter]
- Programming Language : R [Filter]
- Topic : Finance : Data and Date Management [Filter]
- Topic : Finance : Time Series (Now Filtering)
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Registered: 2008-12-09 03:28 |
3. jmultiR - JMulTiR is an econometrics package designed for univariate and multivariate time series analysis. The numerical computations and graphics are done in R, the GUI is programmed in Java Swing with the jstatcom framework. |
- Development Status : 3 - Alpha (Now Filtering)
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English (Now Filtering)
- Natural Language : German [Filter]
- Operating System : MacOS [Filter]
- Operating System : Microsoft [Filter]
- Operating System : POSIX [Filter]
- Programming Language : Java [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance : Time Series (Now Filtering)
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Activity Percentile: 0.00
Registered: 2007-05-19 15:43 |