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R-SIG-Finance April 2014

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Wednesday, April 30, 2014 7 emails
Ilya Kipnis efficient code for nonlinear garch model John Laing rbbg connection problem Patrick Burns efficient code for nonlinear garch model Aidan Corcoran rbbg connection problem Milos Cipovic efficient code for nonlinear garch model John Laing rbbg connection problem Aidan Corcoran rbbg connection problem
Monday, April 28, 2014 1 email
Johannes Moser student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV
Sunday, April 27, 2014 1 email
Johannes Moser student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV
Saturday, April 26, 2014 3 emails
philippe Independence test rugarch package Alexios Ghalanos Independence test rugarch package Keith S Weintraub CVA for swaps
Friday, April 25, 2014 8 emails
philippe Independence test rugarch package Alexios Ghalanos Independence test rugarch package philippe Independence test rugarch package Johannes Moser student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Alexios Ghalanos student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Alexios Ghalanos student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV
Thursday, April 24, 2014 6 emails
Dirk Eddelbuettel Reminder regarding R/Finance 2014 Registration Alexios Ghalanos RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem Johannes Moser RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem Adam Ginensky Scaling and Clustering of Financial Data BBands index creation amarjit chandhial stochastic oscillator OBOS - intraday data & optimization
Wednesday, April 23, 2014 4 emails
Dominykas Grigonis Scaling and Clustering of Financial Data Berk Orbay Scaling and Clustering of Financial Data Alec Schmidt Scaling and Clustering of Financial Data Adam Ginensky Scaling and Clustering of Financial Data
Monday, April 21, 2014 4 emails
Mark Knecht simple GARCH model Mark Knecht simple GARCH model Chris Urlaub simple GARCH model amarjit chandhial stochastic oscillator OBOS - intraday data & optimization
Sunday, April 20, 2014 1 email
Ilya Kipnis stochastic oscillator OBOS - intraday data & optimization
Saturday, April 19, 2014 6 emails
Ilya Kipnis stochastic oscillator OBOS - intraday data & optimization Dominykas Grigonis Multiple regression information criterion Dominykas Grigonis Multiple regression information criterion fernando Multiple regression information criterion Dominykas Grigonis Multiple regression information criterion fernando Multiple regression information criterion
Friday, April 18, 2014 2 emails
Gei Lin Aligning time series Krishna Kumar RQuantLib - Options value at maturity
Thursday, April 17, 2014 10 emails
Dominykas Grigonis RQuantLib - Options value at maturity Pedro Baltazar RQuantLib - Options value at maturity Dominykas Grigonis RQuantLib - Options value at maturity Pedro Baltazar RQuantLib - Options value at maturity Chinmay Patil Blotter and historical options Dominykas Grigonis RQuantLib - Options value at maturity Frank Blotter and historical options Pedro Baltazar RQuantLib - Options value at maturity Dominykas Grigonis RQuantLib - Options value at maturity Pedro Baltazar RQuantLib - Options value at maturity
Wednesday, April 16, 2014 4 emails
amarjit chandhial stochastic oscillator OBOS - intraday data & optimization Noah Silverman Blotter and historical options P. Henaff Second Announcement: 8th R/Rmetrics Workshop and Summer School, Paris 26-28 June 2014 David Reiner Aligning time series
Tuesday, April 15, 2014 3 emails
Chirag Anand Aligning time series Ilya Kipnis Aligning time series Mikhail Beketov Aligning time series
Sunday, April 13, 2014 1 email
Pedro Baltazar do any packages exist with short rate bond pricing models?
Saturday, April 12, 2014 2 emails
Kevin Owens do any packages exist with short rate bond pricing models? Doug Edmunds Corn futures tick dataset available
Thursday, April 10, 2014 9 emails
Chinmay Patil Options in Blotter Noah Silverman Options in Blotter amarjit chandhial stochastic oscillator OBOS - intraday data & optimization R. Michael Weylandt plz Dirk Eddelbuettel GARCH MIDAS model 장승욱 plz Majid M Bilandi EVT Chris Urlaub GARCH MIDAS model amarjit chandhial stochastic oscillator OBOS - intraday data & optimization
Wednesday, April 9, 2014 1 email
Ilya Kipnis stochastic oscillator OBOS - intraday data & optimization
Friday, April 4, 2014 1 email
amarjit chandhial quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy
Thursday, April 3, 2014 6 emails
Ilya Kipnis quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Nick Phillips GARCH-M Modeling in R (rugarch) vs EVIEWS Alexios Ghalanos GARCH-M Modeling in R (rugarch) vs EVIEWS Nick Phillips GARCH-M Modeling in R (rugarch) vs EVIEWS Ilya Kipnis quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy amarjit chandhial quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy
Wednesday, April 2, 2014 1 email
Ravi Kulkarni Problem with GoogleFinanceSource function: Error in get...
Tuesday, April 1, 2014 1 email
Raghuraman Ramachandran specifyModel error in fitting a model