Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.
☆13Dec 7, 2016Updated 9 years ago
Alternatives and similar repositories for FRAPO
Users that are interested in FRAPO are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quantitative Risk Management Concepts☆12Sep 27, 2016Updated 10 years ago
- R package for solving cone constrained convex optimization problems.☆18Sep 27, 2025Updated last year
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 10 years ago
- Covariance estimation and portfolio optimization using random matrix theory and shrinkage techniques☆14Apr 20, 2018Updated 8 years ago
- PCA, Factor Analysis, CCA, Sparse Covariance Matrix Estimation, Imputation, Multiple Hypothesis Testing☆10Nov 6, 2021Updated 4 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- ☆10Mar 23, 2018Updated 8 years ago
- R Based Data Science Training Delivered to the Ugandan Ministry of Finance and Bureau of Statistics☆11Aug 18, 2021Updated 5 years ago
- This is a read-only mirror of the CRAN R package repository. congressbr — Downloads, Unpacks and Tidies Legislative Data from the Brazi…☆11Jan 27, 2020Updated 6 years ago
- Presentation for QuantCon 2016☆11Apr 9, 2016Updated 10 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 4 years ago
- R code to perform the Lee Strazicich unit root test☆10Aug 8, 2017Updated 9 years ago
- An R interface to the CPTEC/INPE API☆16Aug 12, 2026Updated 2 months ago
- R Package for General-to-Specific (GETS) modelling and Indicator Saturation (ISAT) methods☆10Aug 6, 2026Updated 2 months ago
- Forecast Reconciliation - Classical (bottom-up), optimal and heuristic combination forecast reconciliation procedures for cross-sectional…☆41Oct 21, 2026Updated last week
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This is a read-only mirror of the CRAN R package repository. ecoseries — An R Interface to Brazilian Central Bank and Sidra APIs and th…☆13Sep 27, 2017Updated 9 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆48Mar 25, 2022Updated 4 years ago
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 3 years ago
- ☆10May 29, 2018Updated 8 years ago
- ☆11Nov 18, 2024Updated last year
- ggplot2 Functions to Create Tufte Style Sparklines☆13May 13, 2024Updated 2 years ago
- R package for sparse VAR estimation☆13Aug 4, 2026Updated 2 months ago
- Bank of England Chart Themes and Styles for 'ggplot2'☆15May 8, 2024Updated 2 years ago
- Code for Chinn, M. D., Meunier, B., Stumpner, S. (2023). "Nowcasting World Trade with Machine Learning: a Three-Step Approach", NBER Work…☆13Dec 9, 2025Updated 10 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Shiny app for IFRS provisioning and estimated loss report☆10Jun 10, 2021Updated 5 years ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Oct 4, 2021Updated 5 years ago
- This is the data scraping & modeling code used for models shown in https://econforecasting.com.☆13Nov 12, 2023Updated 2 years ago
- A simple, easy, and flexible way of estimating Bayesian VARs taking into consideration the pandemic period, as a Minnesota prior with tim…☆11Aug 11, 2026Updated 2 months ago
- MCMC estimation of Bayesian Vectorautoregressions☆11Mar 3, 2026Updated 7 months ago
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Jun 25, 2025Updated last year
- Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Str…☆13Oct 22, 2026Updated last week
- R codes to "An Advanced Guide to Trade Policy Analysis: The Structural Gravity Model"☆18Mar 21, 2022Updated 4 years ago
- Dashboard: Macroeconomic Data of Brazil☆12Dec 31, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- Friendly & Fast Input-Output Matrix Analysis in R, with computations written in Rust.☆20Sep 2, 2026Updated last month
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Two-Steps Benchmarks for Time Series Disaggregation (French Quarterly National Accounts methodology)☆11Jul 13, 2026Updated 3 months ago
- Filter utilities for Arduino☆13Oct 9, 2021Updated 5 years ago
- TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…☆11Sep 30, 2026Updated last month
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated 2 years ago