R-SIG-Finance August 2008

(no subject)

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1 msg · Aug 19

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Jule M (no subject) Aug 19, 2008

Announcement: BLCOP package

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1 msg · Aug 27

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Francisco Gochez Announcement: BLCOP package Aug 27, 2008

Antwort: Re: Generating Distributions with set skewness and kurtosis

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1 msg · Aug 26

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Matthias.Koberstein at hsbctrinkaus.de Antwort: Re: Generating Distributions with set skewness and kurtosis Aug 26, 2008

AutocorTest and Missing values

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1 msg · Aug 19

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Baltazar Nunes AutocorTest and Missing values Aug 19, 2008

Compound Poisson process

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M

5 msgs · Aug 27 – Aug 28

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Zornitsa Luleva Compound Poisson process Aug 27, 2008

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Thomas Steiner Compound Poisson process Aug 27, 2008

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Martin Keller-Ressel Compound Poisson process Aug 28, 2008

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Martin Becker Compound Poisson process Aug 28, 2008

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Krishna Kumar Compound Poisson process Aug 28, 2008

Finance Benchmarks/Workload

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2 msgs · Jul 31 – Aug 3

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Imanpreet Finance Benchmarks/Workload Jul 31, 2008

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Brian G. Peterson Finance Benchmarks/Workload Aug 3, 2008

Generating Distributions with set skewness and kurtosis

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J

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6 msgs · Aug 26 – Aug 28

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Matthias.Koberstein at hsbctrinkaus.de Generating Distributions with set skewness and kurtosis Aug 26, 2008

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John C Frain Generating Distributions with set skewness and kurtosis Aug 26, 2008

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Patrick Burns Generating Distributions with set skewness and kurtosis Aug 26, 2008

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davidr at rhotrading.com Generating Distributions with set skewness and kurtosis Aug 26, 2008

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Matthew Clegg Generating Distributions with set skewness and kurtosis Aug 26, 2008

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Krishna Kumar Generating Distributions with set skewness and kurtosis Aug 28, 2008

Granger Causality Test

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E

6 msgs · Aug 13 – Aug 13

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Hsiao-nan Cheung Granger Causality Test Aug 13, 2008

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Patrick Brandt Granger Causality Test Aug 13, 2008

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Eric Zivot Granger Causality Test Aug 13, 2008

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Mark Leeds Granger Causality Test Aug 13, 2008

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Jae Kim Granger Causality Test Aug 13, 2008

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John C Frain Granger Causality Test Aug 13, 2008

How to change the way R format his output ?

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P

2 msgs · Aug 1 – Aug 4

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pierre8r-list at yahoo.fr How to change the way R format his output ? Aug 1, 2008

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Pierre8rou How to change the way R format his output ? Aug 4, 2008

How to contribute my threshold contegration functions in R?

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1 msg · Aug 17

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Matthieu Stigler How to contribute my threshold contegration functions in R? Aug 17, 2008

How to get data from different time zones

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1 msg · Aug 18

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icosa atropa How to get data from different time zones Aug 18, 2008

How to get data from different time zones (e.g. USA, EU, Asia) in the same format

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3 msgs · Aug 17 – Aug 17

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Bastian Offermann How to get data from different time zones (e.g. USA, EU, Asia) in the same format Aug 17, 2008

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Gabor Grothendieck How to get data from different time zones (e.g. USA, EU, Asia) in the same format Aug 17, 2008

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Gabor Grothendieck How to get data from different time zones (e.g. USA, EU, Asia) in the same format Aug 17, 2008

How to use the debugger/broser in a R package function

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J

2 msgs · Aug 20 – Aug 20

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Verschuere Benjamin How to use the debugger/broser in a R package function Aug 20, 2008

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Jeff Ryan How to use the debugger/broser in a R package function Aug 20, 2008

JSS: Econometrics in R

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1 msg · Aug 4

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Achim Zeileis JSS: Econometrics in R Aug 4, 2008

Long Range Dependence: Hurst exponent estimation

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1 msg · Aug 4

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tolga.i.uzuner at jpmorgan.com Long Range Dependence: Hurst exponent estimation Aug 4, 2008

Models Choosing

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E

2 msgs · Aug 10 – Aug 10

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Hsiao-nan Cheung Models Choosing Aug 10, 2008

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Eric Zivot Models Choosing Aug 10, 2008

Monte Carlo function in package 'fOptions'

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1 msg · Aug 4

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Hsiao-nan Cheung Monte Carlo function in package 'fOptions' Aug 4, 2008

Parabolic cylinder function

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A

V

3 msgs · Aug 25 – Aug 25

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Zornitsa Luleva Parabolic cylinder function Aug 25, 2008

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Adrian Dragulescu Parabolic cylinder function Aug 25, 2008

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Verschuere Benjamin Parabolic cylinder function Aug 25, 2008

Predictive Analytics event Sept 24-25, Chicago

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1 msg · Aug 21

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Elise Johnson Predictive Analytics event Sept 24-25, Chicago Aug 21, 2008

Principal Component Analysis

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2 msgs · Aug 6 – Aug 6

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Adams, Zeno Principal Component Analysis Aug 6, 2008

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Paulo Grahl Principal Component Analysis Aug 6, 2008

Probability of Default - from CDS

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2 msgs · Aug 1 – Aug 1

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Dario Nicodemi Probability of Default - from CDS Aug 1, 2008

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Brian G. Peterson Probability of Default - from CDS Aug 1, 2008

R for Individual Stock Trading Analysis

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B

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5 msgs · Aug 26 – Aug 29

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jnoble1 at mmm.com R for Individual Stock Trading Analysis Aug 26, 2008

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Brian G. Peterson R for Individual Stock Trading Analysis Aug 26, 2008

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Jeff Ryan R for Individual Stock Trading Analysis Aug 26, 2008

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Rory Winston R for Individual Stock Trading Analysis Aug 28, 2008

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Eric Zivot R for Individual Stock Trading Analysis Aug 29, 2008

R-SIG-Finance Digest, Vol 51, Issue 19

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1 msg · Aug 27

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Dale W.R. Rosenthal R-SIG-Finance Digest, Vol 51, Issue 19 Aug 27, 2008

Relative Date Question

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5 msgs · Aug 28 – Aug 28

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Ruvashen Padayachee Relative Date Question Aug 28, 2008

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Peter Carl Relative Date Question Aug 28, 2008

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Gabor Grothendieck Relative Date Question Aug 28, 2008

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Jeff Ryan Relative Date Question Aug 28, 2008

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Andrew Piskorski Relative Date Question Aug 28, 2008

SSPIR noob question

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2 msgs · Aug 20 – Aug 20

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Verschuere Benjamin SSPIR noob question Aug 20, 2008

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Verschuere Benjamin SSPIR noob question Aug 20, 2008

TARN

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K

2 msgs · Aug 4 – Aug 5

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Hongchuan Xia TARN Aug 4, 2008

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Krishna Kumar TARN Aug 5, 2008

Urgent on the help

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1 msg · Aug 31

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Mark Leeds Urgent on the help Aug 31, 2008

cointegrated series with Data Missing

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B

J

6 msgs · Aug 12 – Aug 14

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Marcus Vinícius Soares cointegrated series with Data Missing Aug 12, 2008

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Brian G. Peterson cointegrated series with Data Missing Aug 12, 2008

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John C Frain cointegrated series with Data Missing Aug 12, 2008

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Marcus Vinícius Soares cointegrated series with Data Missing Aug 14, 2008

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Brian G. Peterson cointegrated series with Data Missing Aug 14, 2008

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Eric Zivot cointegrated series with Data Missing Aug 14, 2008

error message from fPortfolio (270.74)

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1 msg · Aug 12

김

김상환 error message from fPortfolio (270.74) Aug 12, 2008

fPortfolio and leverage

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B

6 msgs · Aug 21 – Aug 21

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giuseppe1.milicia at hsbcib.com fPortfolio and leverage Aug 21, 2008

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Brian G. Peterson fPortfolio and leverage Aug 21, 2008

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giuseppe1.milicia at hsbcib.com fPortfolio and leverage Aug 21, 2008

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Brian G. Peterson fPortfolio and leverage Aug 21, 2008

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giuseppe1.milicia at hsbcib.com fPortfolio and leverage Aug 21, 2008

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Brian G. Peterson fPortfolio and leverage Aug 21, 2008

intradaily data from bloomberg EXCEL file (ITS)

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G

3 msgs · Aug 19 – Aug 19

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Vorlow Constantinos intradaily data from bloomberg EXCEL file (ITS) Aug 19, 2008

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Gabor Grothendieck intradaily data from bloomberg EXCEL file (ITS) Aug 19, 2008

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Gabor Grothendieck intradaily data from bloomberg EXCEL file (ITS) Aug 19, 2008

reliable Hurst exponent estimation

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M

3 msgs · Aug 8 – Aug 8

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tolga.i.uzuner at jpmorgan.com reliable Hurst exponent estimation Aug 8, 2008

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Martin Maechler reliable Hurst exponent estimation Aug 8, 2008

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tolga.i.uzuner at jpmorgan.com reliable Hurst exponent estimation Aug 8, 2008

xts. Change the way time series is build ( minutes ).

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J

2 msgs · Aug 4 – Aug 4

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Pierre8rou xts. Change the way time series is build ( minutes ). Aug 4, 2008

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Jeff Ryan xts. Change the way time series is build ( minutes ). Aug 4, 2008