R-SIG-Finance September 2019

Thread Subject Author Date

17 messages in 6 threads

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Endorsement for arxiv q-fin

1 msg · Sep 3

Anton Antonov Endorsement for arxiv q-fin Sep 3, 2019

External Regressors in GARCH Equation when using Twinkle

2 msgs · Sep 11 – Sep 11

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

Manually calculating and backtesting VaR and CVaR from DCC-GARCH

1 msg · Sep 17

Eliot Tabet Manually calculating and backtesting VaR and CVaR from DCC-GARCH Sep 17, 2019

Resources for AI/ML in Risk Management

2 msgs · Sep 24 – Sep 24

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 · Sep 19

diego peroni breatdh indicators Sep 19, 2019

how to grow XTS series in R dynamically ? And Quickly!

10 msgs · Sep 5 – Sep 6

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