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R-SIG-Finance March 2008

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Achim Zeileis

Last active: Mar 3, 2008
1 msg
Achim Zeileis Frage uber package strucchange Mar 3, 2008

Adam Gehr

Last active: Mar 31, 2008
1 msg
Adam Gehr Direct Specification of Mu and Sigma in fportfolio Mar 31, 2008

Brian G. Peterson

Last active: Mar 17, 2008
8 msgs
Brian G. Peterson Aggregating tick by tick timeSeries [NC] Mar 5, 2008 Brian G. Peterson Aggregating tick by tick timeSeries [NC] Mar 5, 2008 Brian G. Peterson Framework for VAR allocation among traders Mar 14, 2008 Brian G. Peterson CreditRisk+ Mar 14, 2008 Brian G. Peterson Framework for VAR allocation among traders Mar 15, 2008 Brian G. Peterson Framework for VAR allocation among traders Mar 17, 2008 Brian G. Peterson Framework for VAR allocation among traders Mar 17, 2008 Brian G. Peterson Framework for VAR allocation among traders Mar 17, 2008

Bryan Lim

Last active: Mar 17, 2008
1 msg
Bryan Lim Rolling Windows / Regressions / Predictions Mar 17, 2008

David-Michael Lincke

Last active: Mar 29, 2008
4 msgs
David-Michael Lincke R package for continuous futures contract construction Mar 22, 2008 David-Michael Lincke R package for continuous futures contract construction Mar 24, 2008 David-Michael Lincke R package for continuous futures contract construction Mar 24, 2008 David-Michael Lincke R package for continuous futures contract construction Mar 29, 2008

DavidM.UK

Last active: Mar 20, 2008
1 msg
DavidM.UK timeDate conversion [C1] Mar 20, 2008

Diethelm Wuertz

Last active: Mar 21, 2008
1 msg
Diethelm Wuertz R/Rmetrics Workshop, Meielisalp 2008, June 29 - July 3 Mar 21, 2008

Elise Johnson

Last active: Mar 11, 2008
1 msg
Elise Johnson Predictive Analytics for Business, Marketing and Web (April 3-4, May 8-9, June 5-6) Mar 11, 2008

Faan Louw

Last active: Mar 26, 2008
1 msg
Faan Louw threshold autoregression&In-Reply-To=008c01c85ddd$998ed750$ccac85f0$@com Mar 26, 2008

Gabor Grothendieck

Last active: Mar 27, 2008
6 msgs
Gabor Grothendieck Aggregating tick by tick timeSeries [NC] Mar 5, 2008 Gabor Grothendieck Monthly returns from Daily prices Mar 24, 2008 Gabor Grothendieck Monthly returns from Daily prices Mar 24, 2008 Gabor Grothendieck Time index conversion in zoo/xts Mar 26, 2008 Gabor Grothendieck filter() on zoo objects Mar 27, 2008 Gabor Grothendieck Time index conversion in zoo/xts Mar 27, 2008

Gerlanc, Daniel

Last active: Mar 11, 2008
1 msg
Gerlanc, Daniel Risk Model Mapping Mar 11, 2008

Iacopetti dott. Roberto

Last active: Mar 3, 2008
1 msg
Iacopetti dott. Roberto ARIMA XREG ERROR (package stats, mass) Mar 3, 2008

Jeff Ryan

Last active: Mar 27, 2008
8 msgs
Jeff Ryan Aggregating tick by tick timeSeries [C1] Mar 5, 2008 Jeff Ryan Aggregating tick by tick timeSeries [NC] Mar 5, 2008 Jeff Ryan Aggregating tick by tick timeSeries [C1] Mar 21, 2008 Jeff Ryan Monthly returns from Daily prices Mar 24, 2008 Jeff Ryan Time index conversion in zoo/xts Mar 26, 2008 Jeff Ryan Time index conversion in zoo/xts Mar 26, 2008 Jeff Ryan filter() on zoo objects Mar 27, 2008 Jeff Ryan filter() on zoo objects Mar 27, 2008

Joe W. Byers

Last active: Mar 15, 2008
2 msgs
Joe W. Byers holidayNYSE missing some Mar 2, 2008 Joe W. Byers Framework for VAR allocation among traders Mar 15, 2008

John McHenry

Last active: Mar 8, 2008
1 msg
John McHenry plotting NAs Mar 8, 2008

Joshua Reich

Last active: Mar 31, 2008
1 msg
Joshua Reich R + NVIDIA CUDA Mar 31, 2008

Krishna Kumar

Last active: Mar 31, 2008
3 msgs
Krishna Kumar Framework for VAR allocation among traders Mar 15, 2008 Krishna Kumar http://www.market-topology.com/ Mar 27, 2008 Krishna Kumar Grouping of stocks Mar 31, 2008

Lavan

Last active: Mar 24, 2008
1 msg
Lavan matrix Mar 24, 2008

Liviu Andronic

Last active: Mar 25, 2008
2 msgs
Liviu Andronic fBrowser in Rmetrics - does it exist? [r-sig-finance] Mar 20, 2008 Liviu Andronic fBrowser in Rmetrics - does it exist? [r-sig-finance] Mar 25, 2008

MAB

Last active: Mar 18, 2008
1 msg
MAB Calling R from Mathlab Mar 18, 2008

Matthieu Boyer

Last active: Mar 30, 2008
1 msg
Matthieu Boyer Garch and multivariate garch Mar 30, 2008

Matthieu Stigler

Last active: Mar 2, 2008
1 msg
Matthieu Stigler Frage uber package strucchange Mar 2, 2008

Peter Carl

Last active: Mar 17, 2008
1 msg
Peter Carl Rolling Windows / Regressions / Predictions Mar 17, 2008

Ravi S. Shankar

Last active: Mar 30, 2008
2 msgs
Ravi S. Shankar Monthly returns from Daily prices Mar 24, 2008 Ravi S. Shankar Grouping of stocks Mar 30, 2008

Reinhold Hafner

Last active: Mar 9, 2008
2 msgs
Reinhold Hafner fPortfolio Mar 3, 2008 Reinhold Hafner fporfolio Mar 9, 2008

Ryan Sheftel

Last active: Mar 24, 2008
1 msg
Ryan Sheftel R package for continuous futures contract construction Mar 24, 2008

Sergi Martínez

Last active: Mar 14, 2008
1 msg
Sergi Martínez CreditRisk+ Mar 14, 2008

Spencer Graves

Last active: Mar 31, 2008
5 msgs
Spencer Graves http://www.market-topology.com/ Mar 2, 2008 Spencer Graves another garch question Mar 2, 2008 Spencer Graves useR! 2008 submission deadline Mar 18, 2008 Spencer Graves Calling R from Mathlab Mar 18, 2008 Spencer Graves bilinear and non linear time series? Mar 31, 2008

Vorlow Constantinos

Last active: Mar 27, 2008
1 msg
Vorlow Constantinos filter() on zoo objects Mar 27, 2008

Wayne.W.Jones at shell.com

Last active: Mar 3, 2008
1 msg
Wayne.W.Jones at shell.com ARIMA XREG ERROR (package stats, mass) Mar 3, 2008

Whit Armstrong

Last active: Mar 24, 2008
2 msgs
Whit Armstrong R package for continuous futures contract construction Mar 23, 2008 Whit Armstrong R package for continuous futures contract construction Mar 24, 2008

Yuri Volchik

Last active: Mar 27, 2008
4 msgs
Yuri Volchik http://www.market-topology.com/ Mar 2, 2008 Yuri Volchik Time index conversion in zoo/xts Mar 26, 2008 Yuri Volchik Time index conversion in zoo/xts Mar 27, 2008 Yuri Volchik http://www.market-topology.com/ Mar 27, 2008

adschai at optonline.net

Last active: Mar 13, 2008
1 msg
adschai at optonline.net Framework for VAR allocation among traders Mar 13, 2008

anass.mouhsine at sgcib.com

Last active: Mar 25, 2008
6 msgs
anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [C1] Mar 5, 2008 anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [NC] Mar 5, 2008 anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [NC] Mar 6, 2008 anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [NC] Mar 17, 2008 anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [C1] Mar 21, 2008 anass.mouhsine at sgcib.com Aggregating tick by tick timeSeries [NC] Mar 25, 2008

babel at centrum.sk

Last active: Mar 2, 2008
1 msg
babel at centrum.sk another garch question Mar 2, 2008

chalabi at phys.ethz.ch

Last active: Mar 31, 2008
3 msgs
chalabi at phys.ethz.ch Rmetrics - R-Forge - Workshop Mar 18, 2008 chalabi at phys.ethz.ch fBrowser in Rmetrics - does it exist? [r-sig-finance] Mar 25, 2008 chalabi at phys.ethz.ch Direct Specification of Mu and Sigma in fportfolio Mar 31, 2008

dave at lincke.net

Last active: Mar 23, 2008
1 msg
dave at lincke.net R package for continuous futures contract construction Mar 23, 2008

davidr at rhotrading.com

Last active: Mar 5, 2008
1 msg
davidr at rhotrading.com Rbloomberg Static Data like CRNCY [C1] Mar 5, 2008

elton wang

Last active: Mar 17, 2008
4 msgs
elton wang Framework for VAR allocation among traders Mar 17, 2008 elton wang Framework for VAR allocation among traders Mar 17, 2008 elton wang Framework for VAR allocation among traders Mar 17, 2008 elton wang Framework for VAR allocation among traders Mar 17, 2008

maratikus

Last active: Mar 5, 2008
1 msg
maratikus question about optim Mar 5, 2008

reini

Last active: Mar 31, 2008
3 msgs
reini Specification of Mu and Sigma in fportfolio Mar 18, 2008 reini Direct Specification of Mu and Sigma in fportfolio Mar 30, 2008 reini Direct Specification of Mu and Sigma in fportfolio Mar 31, 2008

thomas.dionysopoulos at sgcib.com

Last active: Mar 5, 2008
1 msg
thomas.dionysopoulos at sgcib.com Rbloomberg Static Data like CRNCY [C1] Mar 5, 2008