R-SIG-Finance February 2022

Thread Subject Author Date

14 messages in 5 threads

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Ask for assistance for the 3 littles problems i'm facing in my R web scraping function

1 msg · Feb 10

Koffi Sessie Ask for assistance for the 3 littles problems i'm facing in my R web scraping function Feb 10, 2022

In rugarch, is Johnson's SU distribution properly scaled to mean=0, variance=1?

2 msgs · Feb 16 – Feb 16

Richard Hardy In rugarch, is Johnson's SU distribution properly scaled to mean=0, variance=1? Feb 16, 2022 Alexios Ghalanos In rugarch, is Johnson's SU distribution properly scaled to mean=0, variance=1? Feb 16, 2022

PortfolioAnalytics: "Upper volatility bound"-constraint

5 msgs · Feb 2 – Feb 3

Jarno Bergmeier PortfolioAnalytics: "Upper volatility bound"-constraint Feb 2, 2022 Jarno Bergmeier PortfolioAnalytics: "Upper volatility bound"-constraint Feb 3, 2022 Brian G. Peterson PortfolioAnalytics: "Upper volatility bound"-constraint Feb 3, 2022 Jarno Bergmeier PortfolioAnalytics: "Upper volatility bound"-constraint Feb 3, 2022 Brian G. Peterson PortfolioAnalytics: "Upper volatility bound"-constraint Feb 3, 2022

Riingo package

3 msgs · Feb 23 – Feb 26

H Riingo package Feb 23, 2022 H Riingo package Feb 26, 2022 H Riingo package Feb 26, 2022

chart.EfficientFrontier in PortfolioAnalytics Package

3 msgs · Feb 12 – Feb 12

Pankaj K Agarwal chart.EfficientFrontier in PortfolioAnalytics Package Feb 12, 2022 Enrico Schumann chart.EfficientFrontier in PortfolioAnalytics Package Feb 12, 2022 Brian G. Peterson chart.EfficientFrontier in PortfolioAnalytics Package Feb 12, 2022