PyFE / FE-R
Financial Engineering in R
☆13Updated 3 years ago
Related projects: ⓘ
- R package to download Prof. Kenneth French data sets☆12Updated 5 months ago
- Riex☆9Updated 3 years ago
- getSymbols() reboot☆16Updated 11 months ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆17Updated 6 months ago
- The Fast Kalman Filter (FKF) package for R☆11Updated 2 weeks ago
- Obtain historical and near real time data from Yahoo Finance☆11Updated 7 months ago
- An R interface to the ITCH Protocol☆18Updated 3 weeks ago
- An R-package for obtaining real-time data from ALFRED database☆20Updated last year
- Time-series functionality based on nanotime and data.table☆14Updated 3 weeks ago
- R package for fast rolling and expanding linear regression models☆21Updated 2 years ago
- A terribly-simple data base for time series☆11Updated last year
- R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR b…☆8Updated 9 years ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆11Updated last week
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆9Updated 9 years ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆7Updated 5 months ago
- Docker Compose Example with Shiny Apps☆15Updated 2 years ago
- The Tidymodels Extension for GARCH models☆33Updated 2 years ago
- Shiny app for IFRS provisioning and estimated loss report☆10Updated 3 years ago
- This is the data scraping & modeling code used for models shown in https://econforecasting.com.☆9Updated 10 months ago
- Leontief's Input-Output Model in R☆12Updated 3 months ago
- Forecast uncertainty based on model averaging☆10Updated 3 years ago
- BLS API V2 interface☆14Updated 11 months ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆13Updated 3 years ago
- Tidy methods for Bayesian treatment effect models☆14Updated last year
- Bayesian Multivariate GARCH☆16Updated 9 months ago
- Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the …☆11Updated 7 years ago
- Materials for the MOSAIC "Teaching Statistics with R and RStudio"☆23Updated 6 years ago
- R implementation of advanced optimizers for torch☆26Updated last year
- How to use EconML within R☆10Updated 4 years ago
- R package for ttf2pt1- to be used with extrafont package☆14Updated 11 months ago