Skip to content

R-SIG-Finance September 2019

|
Resources for AI/ML in Risk Management
2 msgs
Pankaj K Agarwal Resources for AI/ML in Risk Management Sep 24, 2019
Brian G. Peterson Resources for AI/ML in Risk Management Sep 24, 2019
breatdh indicators
1 msg
diego peroni breatdh indicators Sep 19, 2019
Manually calculating and backtesting VaR and CVaR from DCC-GARCH
1 msg
Eliot Tabet Manually calculating and backtesting VaR and CVaR from DCC-GARCH Sep 17, 2019
External Regressors in GARCH Equation when using Twinkle
2 msgs
Neil Patrick Lawton External Regressors in GARCH Equation when using Twinkle Sep 11, 2019
Alexios Ghalanos External Regressors in GARCH Equation when using Twinkle Sep 11, 2019
how to grow XTS series in R dynamically ? And Quickly!
10 msgs
Vladimir Morozov how to grow XTS series in R dynamically ? And Quickly! Sep 5, 2019
Vladimir Morozov how to grow XTS series in R dynamically ? And Quickly! Sep 5, 2019
Mark Leeds how to grow XTS series in R dynamically ? And Quickly! Sep 6, 2019
Daniel Cegiełka how to grow XTS series in R dynamically ? And Quickly! Sep 6, 2019
Daniel Cegiełka how to grow XTS series in R dynamically ? And Quickly! Sep 6, 2019
Vladimir Morozov how to grow XTS series in R dynamically ? And Quickly! Sep 6, 2019
Ilya Kipnis how to grow XTS series in R dynamically ? And Quickly! Sep 6, 2019
Daniel Cegiełka how to grow XTS series in R dynamically ? And Quickly! Sep 6, 2019
Vladimir Morozov how to grow XTS series in R dynamically ? And Quickly! Sep 6, 2019
Vladimir Morozov how to grow XTS series in R dynamically ? And Quickly! Sep 6, 2019
Endorsement for arxiv q-fin
1 msg
Anton Antonov Endorsement for arxiv q-fin Sep 3, 2019