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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: 2011-12-09 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: 2016-02-18 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 SA-CCR exposure-at-default method and valuation adjustments including CVA, DVA, FVA, MVA, KVA are included. | |
| Tags: Basel III, Finance, risk, Banks, Economics | |
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Activity Percentile: 0 Activity Ranking: 0 Registered: 2015-09-20 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: 2011-06-20 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 | |
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Activity Percentile: 0 Activity Ranking: 0 Registered: 2013-12-05 01:11 |
| LIHNPSD - A Poisson Subordinated Distribution to capture major leptokurtic features in log-return 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: 2014-02-27 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: 2014-07-21 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: 2013-01-23 23:36 |
| Opefimor - Companion package to the book Option Pricing and Estimation of Financial Models in R, Wiley, Chichester. ISBN: 978-0-470-74584-7. | |
| 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: 2015-08-21 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: 2011-09-17 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: 2015-02-07 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: 2012-04-26 14:34 |
| R Point and Figure Library - The R Point and Figure Library is an open source tool-set to create and analyze Point & Figure Charts for given time series or data frame objects. | |
| Tags: finance, Finance, time series, technical chart analysis | |
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Activity Percentile: 0 Activity Ranking: 0 Registered: 2013-03-24 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: 2013-03-30 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: 2013-11-15 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 | |
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Activity Percentile: 0 Activity Ranking: 0 Registered: 2009-09-28 11:24 |
| cbrAPI - Allows to download and read dbf-files 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 | |
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Activity Percentile: 0 Activity Ranking: 0 Registered: 2015-05-12 19:49 |
| ifrogs - ifrogs: R package with certain functions useful in finance research developed by the IGIDR Finance Research Group. | |
| Tags: Finance, R, finance | |
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Activity Percentile: 0 Activity Ranking: 0 Registered: 2013-01-02 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 | |
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Activity Percentile: 0 Activity Ranking: 0 Registered: 2013-05-28 10:23 |
