Skip to content

R-SIG-Finance September 2015

|
Wednesday, September 30, 2015 1 email
George Kumar How to get data from another source when the first one fails...
Tuesday, September 29, 2015 11 emails
Brian G. Peterson A simple variant of Luxor strategy with Dukascopy data Tsvetan Stoyanov A simple variant of Luxor strategy with Dukascopy data Alec Schmidt merging tseries with a table Joshua Ulrich merging tseries with a table Brian G. Peterson merging tseries with a table Eliano Marques rugarch n.ahead forecasts Alec Schmidt merging tseries with a table Oleg Mubarakshin What's are some go-to packages in R/Finance fordetecting shocks in financial time series? Dirk Eddelbuettel What's are some go-to packages in R/Finance for detecting shocks in financial time series? Oleg Mubarakshin What's are some go-to packages in R/Finance for detecting shocks in financial time series? Alexandre Shannon Failure of solve.QP in portfolio modeling
Monday, September 28, 2015 5 emails
Alexey Zemnitskiy What's are some go-to packages in R/Finance for detecting shocks in financial time series? Ilya Kipnis What's are some go-to packages in R/Finance for detecting shocks in financial time series? Alexey Zemnitskiy What's are some go-to packages in R/Finance for detecting shocks in financial time series? Whit Armstrong What's are some go-to packages in R/Finance for detecting shocks in financial time series? Ilya Kipnis What's are some go-to packages in R/Finance for detecting shocks in financial time series?
Sunday, September 27, 2015 5 emails
Shawkat Hammoudeh Inquiry Mark Knecht Recipes for simple state-space models Paul Teetor Recipes for simple state-space models Amelia Marsh Excel Price function in R for Bonds Jorge Hernandez Constant maturity Futures
Thursday, September 24, 2015 2 emails
Joshua Ulrich RCurl post request implement problem. Arbor wang RCurl post request implement problem.
Wednesday, September 23, 2015 1 email
Joshua Ulrich quantmod - How to have addTA() not print legend when the indicator is overlaid on another chart?
Tuesday, September 22, 2015 5 emails
Patrick Burns Failure of solve.QP in portfolio modeling Patrick Burns Failure of solve.QP in portfolio modeling Enrico Schumann Failure of solve.QP in portfolio modeling Ilya Kipnis Failure of solve.QP in portfolio modeling Alec Schmidt Failure of solve.QP in portfolio modeling
Saturday, September 19, 2015 3 emails
Brian G. Peterson Career Ravi Kumar Career Dominic Steinitz Importance Sampling
Friday, September 18, 2015 1 email
Daniel Melendez Importance Sampling
Thursday, September 17, 2015 2 emails
Joshua Ulrich Quantstrat OSfun Harry McGraw Quantstrat OSfun
Wednesday, September 16, 2015 6 emails
Jason Curole Principal Component Analysis in Credit Risk Chien, Josh-CH RQuantLib Library on Mac OS Yosemite Patrick Caldon Principal Component Analysis in Credit Risk Chien, Josh-CH Principal Component Analysis in Credit Risk Daniel Melendez Principal Component Analysis in Credit Risk Amelia Marsh Principal Component Analysis in Credit Risk
Thursday, September 10, 2015 7 emails
Alexios Ghalanos Different results on Garch(1, 1) with regressors: Eviews vs rugarch Eliano Marques Different results on Garch(1, 1) with regressors: Eviews vs rugarch Eliano Marques Different results on Garch(1, 1) with regressors: Eviews vs rugarch Eliano Marques Different results on Garch(1, 1) with regressors: Eviews vs rugarch Alexios Ghalanos Different results on Garch(1, 1) with regressors: Eviews vs rugarch Eliano Marques Different results on Garch(1, 1) with regressors: Eviews vs rugarch Imanuel Costigan dataonderivatives: Easily Source Publicly Available Data on Derivatives
Wednesday, September 9, 2015 1 email
Peter Carl Dowd package on CRAN
Tuesday, September 8, 2015 2 emails
G See Constant maturity Futures Ilya Kipnis Constant maturity Futures
Wednesday, September 2, 2015 5 emails
Johannes Lips Cholesky Decomposition in Impulse Response Functions Johannes Lips Cholesky Decomposition in Impulse Response Functions Joshua Ulrich Bug in ruleOrderProc (as.Date(tif.xts) Brian G. Peterson Cholesky Decomposition in Impulse Response Functions Johannes Lips Cholesky Decomposition in Impulse Response Functions
Tuesday, September 1, 2015 1 email
Amod Karve (अमोद) Bug in ruleOrderProc (as.Date(tif.xts)