R-SIG-Finance April 2008

rare event simulation

2 msgs Apr 30

W

Wei-han Liu rare event simulation Apr 29, 2008

P

Pfaff, Bernhard Dr. rare event simulation Apr 30, 2008

cointegration and causality test

2 msgs Apr 29

B

bereket weldeslassie cointegration and causality test Apr 28, 2008

P

Pfaff, Bernhard Dr. cointegration and causality test Apr 29, 2008

Handling multiple files to generate Charts

1 msg Apr 28

J

Jasoria, Gaurav (GMI - Global Product Development) Handling multiple files to generate Charts Apr 28, 2008

Database : High frequency data

7 msgs Apr 25

C

chockri adnen Database : High frequency data Apr 25, 2008

W

Whit Armstrong Database : High frequency data Apr 25, 2008

J

Joshua Ulrich Database : High frequency data Apr 25, 2008

C

chockri adnen Database : High frequency data Apr 25, 2008

R

Ryan Sheftel Database : High frequency data Apr 25, 2008

C

chockri adnen Database : High frequency data Apr 25, 2008

B

Brian G. Peterson Database : High frequency data Apr 25, 2008

Database : High frequency data

1 msg Apr 25

D

David Rodriguez Database : High frequency data Apr 25, 2008

Rbloomberg Crash Fixed

2 msgs Apr 25

D

david.jessop at ubs.com Rbloomberg Crash Fixed Apr 25, 2008

A

Ana Nelson Rbloomberg Crash Fixed Apr 25, 2008

arma model fitting

1 msg Apr 25

M

michal miklovic arma model fitting Apr 25, 2008

Rbloomberg Crash Fixed

3 msgs Apr 24

R

Roberts, Timothy Rbloomberg Crash Fixed Apr 24, 2008

T

Thomas Steiner Rbloomberg Crash Fixed Apr 24, 2008

B

Brian G. Peterson Rbloomberg Crash Fixed Apr 24, 2008

Inequality Constraints for GARCH using Matlab

1 msg Apr 24

D

Dennis Türk Inequality Constraints for GARCH using Matlab Apr 24, 2008

arma model fitting

1 msg Apr 24

B

Bastian Offermann arma model fitting Apr 24, 2008

Conditional Variance in GARCH Model?

1 msg Apr 23

M

michal miklovic Conditional Variance in GARCH Model? Apr 23, 2008

Conditional Variance in GARCH Model?

1 msg Apr 23

A

Aditya Conditional Variance in GARCH Model? Apr 23, 2008

External regressors in GARCH variance eq.

2 msgs Apr 21

R

Radovan Fišer External regressors in GARCH variance eq. Apr 21, 2008

J

Jaromir Baxa External regressors in GARCH variance eq. Apr 21, 2008

Estimating hour-of-day effects for count timeseries

1 msg Apr 21

M

Markus Loecher Estimating hour-of-day effects for count timeseries Apr 21, 2008

CFE'08 - Final call for papers

1 msg Apr 18

C

Christian Kleiber CFE'08 - Final call for papers Apr 18, 2008

Causality test

2 msgs Apr 17

M

Mark Leeds Causality test Apr 17, 2008

P

Patrick Brandt Causality test Apr 17, 2008

Causality test

1 msg Apr 17

B

bereket weldeslassie Causality test Apr 17, 2008

Risk Control Strategies for Hedge Funds and Program Trading - 4th Annual CARISMA conference

1 msg Apr 17

X

Xiaochen Sun Risk Control Strategies for Hedge Funds and Program Trading - 4th Annual CARISMA conference Apr 17, 2008

economagic Import - error message

4 msgs Apr 17

S

stephenc economagic Import - error message Apr 16, 2008

Y

Yohan Chalabi economagic Import - error message Apr 16, 2008

D

Diethelm Wuertz economagic Import - error message Apr 17, 2008

J

Jeff Ryan economagic Import - error message Apr 17, 2008

garchFit - Strange behaviour of trace argument [C1]

2 msgs Apr 17

S

sylvain.archenault at sgcib.com garchFit - Strange behaviour of trace argument [C1] Apr 17, 2008

Y

Yohan Chalabi garchFit - Strange behaviour of trace argument [C1] Apr 17, 2008

question on zoo data manipulation

7 msgs Apr 16

M

Manoj question on zoo data manipulation Apr 14, 2008

A

Achim Zeileis question on zoo data manipulation Apr 14, 2008

G

Gabor Grothendieck question on zoo data manipulation Apr 14, 2008

M

Manoj question on zoo data manipulation Apr 14, 2008

G

Gabor Grothendieck question on zoo data manipulation Apr 15, 2008

G

Gabor Grothendieck question on zoo data manipulation Apr 16, 2008

M

Manoj question on zoo data manipulation Apr 16, 2008

Garch fitting with mean regressors

6 msgs Apr 16

S

Stefano Balietti Garch fitting with mean regressors Apr 15, 2008

Y

Yohan Chalabi Garch fitting with mean regressors Apr 15, 2008

P

Patrick Burns Garch fitting with mean regressors Apr 16, 2008

Z

Zeno Adams Garch fitting with mean regressors Apr 16, 2008

P

Patrick Burns Garch fitting with mean regressors Apr 16, 2008

E

Eric Zivot Garch fitting with mean regressors Apr 16, 2008

Garch fitting with mean regressors

1 msg Apr 16

S

Stefano Balietti Garch fitting with mean regressors Apr 16, 2008

Test statistics for mean reverting property

4 msgs Apr 16

K

kennylin nthu Test statistics for mean reverting property Apr 15, 2008

M

Matthieu Stigler Test statistics for mean reverting property Apr 15, 2008

J

John C Frain Test statistics for mean reverting property Apr 16, 2008

A

Ajay Shah Test statistics for mean reverting property Apr 16, 2008

130/30 Portfolio Optimization

4 msgs Apr 15

S

Shlomo Katchmalik 130/30 Portfolio Optimization Apr 14, 2008

G

Guy Yollin 130/30 Portfolio Optimization Apr 14, 2008

A

Attiglah, Mama 130/30 Portfolio Optimization Apr 15, 2008

C

Christian Prinoth 130/30 Portfolio Optimization Apr 15, 2008

an obvious question

2 msgs Apr 14

Z

zubin an obvious question Apr 13, 2008

T

Tony Plate an obvious question Apr 14, 2008

time series regression (demand for higher education)

2 msgs Apr 14

B

bereket weldeslassie time series regression (demand for higher education) Apr 14, 2008

S

Spencer Graves time series regression (demand for higher education) Apr 14, 2008

Garch and multivariate garch

2 msgs Apr 13

M

michal miklovic Garch and multivariate garch Apr 13, 2008

E

Eric Zivot Garch and multivariate garch Apr 13, 2008

time series regression

2 msgs Apr 12

B

bereket weldeslassie time series regression Apr 11, 2008

M

Matthieu Stigler time series regression Apr 12, 2008

CreditRisk+

1 msg Apr 12

M

Mario Melchiori CreditRisk+ Apr 12, 2008

Question: ACD?

1 msg Apr 10

Y

Yukihiro yamada Question: ACD? Apr 10, 2008

Problem with GarchFit [NC]

1 msg Apr 8

S

sylvain.archenault at sgcib.com Problem with GarchFit [NC] Apr 8, 2008

Optimization Book with R. (Style Based Analysis, MV Portfoli

2 msgs Apr 8

M

Mark Leeds Optimization Book with R. (Style Based Analysis, MV Portfoli Apr 7, 2008

C

Christian Prinoth Optimization Book with R. (Style Based Analysis, MV Portfoli Apr 8, 2008

Optimization Book with R. (Style Based Analysis, MV Portfolio)

1 msg Apr 7

M

Max BERGER Optimization Book with R. (Style Based Analysis, MV Portfolio) Apr 7, 2008

Optimization Book with R. (Style Based Analysis, MV Portfolio)

3 msgs Apr 7

G

gabe plaxico Optimization Book with R. (Style Based Analysis, MV Portfolio) Apr 7, 2008

N

ngottlieb at marinercapital.com Optimization Book with R. (Style Based Analysis, MV Portfolio) Apr 7, 2008

P

Peter Carl Optimization Book with R. (Style Based Analysis, MV Portfolio) Apr 7, 2008

Problem with GarchFit [NC]

1 msg Apr 7

S

sylvain.archenault at sgcib.com Problem with GarchFit [NC] Apr 7, 2008

Problem with GarchFit [NC]

1 msg Apr 7

S

sylvain.archenault at sgcib.com Problem with GarchFit [NC] Apr 7, 2008

Problem with GarchFit [NC]

1 msg Apr 7

S

sylvain.archenault at sgcib.com Problem with GarchFit [NC] Apr 7, 2008

Seasonal GARCH

6 msgs Apr 7

I

ihernan at stat.Berkeley.EDU Seasonal GARCH Apr 6, 2008

S

Spencer Graves Seasonal GARCH Apr 6, 2008

S

Spencer Graves Seasonal GARCH Apr 6, 2008

E

Eric Zivot Seasonal GARCH Apr 6, 2008

C

chalabi at phys.ethz.ch Seasonal GARCH Apr 7, 2008

C

chalabi at phys.ethz.ch Seasonal GARCH Apr 7, 2008

endpoints function in package xts [C1]

3 msgs Apr 7

A

anass.mouhsine at sgcib.com endpoints function in package xts [C1] Apr 7, 2008

J

Jeff Ryan endpoints function in package xts [C1] Apr 7, 2008

G

Gabor Grothendieck endpoints function in package xts [C1] Apr 7, 2008

Seasonal GARCH

2 msgs Apr 6

M

Mark Leeds Seasonal GARCH Apr 6, 2008

G

Gabor Grothendieck Seasonal GARCH Apr 6, 2008

http://www.market-topology.com/

1 msg Apr 6

Y

Yuri Volchik http://www.market-topology.com/ Apr 6, 2008

Predictive Analytics for Business, Marketing and Web (May 8-9 and June 5-6)

1 msg Apr 4

E

Elise Johnson Predictive Analytics for Business, Marketing and Web (May 8-9 and June 5-6) Apr 4, 2008

R + NVIDIA CUDA

2 msgs Apr 2

U

Uri Shimron R + NVIDIA CUDA Apr 2, 2008

M

Martin Maechler R + NVIDIA CUDA Apr 2, 2008

Bayesian estimation of jump-diffusion processes andself-exciting counting processes

1 msg Apr 2

J

Jeffrey Todd Lins Bayesian estimation of jump-diffusion processes andself-exciting counting processes Apr 2, 2008

Bayesian estimation of jump-diffusion processes and self-exciting counting processes

1 msg Apr 1

M

Michael Bayesian estimation of jump-diffusion processes and self-exciting counting processes Apr 1, 2008

real time data feeds - commercial services

5 msgs Apr 1

Z

zubin real time data feeds - commercial services Apr 1, 2008

R

Ryan Sheftel real time data feeds - commercial services Apr 1, 2008

A

Adrian Dragulescu real time data feeds - commercial services Apr 1, 2008

J

Jeff Ryan real time data feeds - commercial services Apr 1, 2008

Z

zubin real time data feeds - commercial services Apr 1, 2008