Supporting data package for the Portfolio Optimization Book
☆25Feb 17, 2025Updated last year
Alternatives and similar repositories for pob
Users that are interested in pob are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆27Nov 29, 2022Updated 3 years ago
- A terribly-simple data base for time series☆14Dec 16, 2025Updated 3 months ago
- Automated Backtesting of Portfolios over Multiple Datasets☆70Apr 26, 2022Updated 3 years ago
- Design of Risk Parity Portfolios☆121Nov 15, 2022Updated 3 years ago
- Portfolio Optimization Book☆13Dec 16, 2024Updated last year
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated 9 months ago
- Tidymodels for Nested/Panel Data☆13Sep 30, 2023Updated 2 years ago
- split-apply-combine with optional collapsing groups☆12Jun 20, 2025Updated 9 months ago
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 4 months ago
- The tsutils package for R provides functions to support various aspects of time series and forecasting modelling.☆13Nov 16, 2023Updated 2 years ago
- An extension to the R tidyverse for automated ML. The package allows fitting and cross validation of linear regression and classification…☆17Apr 29, 2025Updated 10 months ago
- A time series toolbox for official statistics☆12Sep 11, 2025Updated 6 months ago
- Interpretable and model-robust causal inference for heterogeneous treatment effects using generalized linear working models with targeted…☆27Apr 7, 2022Updated 3 years ago
- Subplex Optimization Algorithm☆11Nov 25, 2025Updated 3 months ago
- R package for fitting dynamic panel models with maximum likelihood☆16Jan 22, 2024Updated 2 years ago
- A tidyverse front-end using a collapse back-end☆24Nov 23, 2025Updated 4 months ago
- sknifedatar is a package that serves primarily as an extension to the modeltime 📦 ecosystem. In addition to some functionalities of spat…☆37Feb 6, 2023Updated 3 years ago
- Fast and lightweight R6 parameter interface☆12Aug 28, 2022Updated 3 years ago
- qdapTools is an R package that contains tools associated with the qdap package that may be useful outside of the context of text analysis…☆15May 10, 2023Updated 2 years ago
- Bayesian Inference of Complex Panel Data☆37Feb 1, 2026Updated last month
- ☆17Jan 10, 2026Updated 2 months ago
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Sep 1, 2022Updated 3 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- ☆11Oct 7, 2022Updated 3 years ago
- Package: Interactive Presentation Ninja☆10Jun 7, 2024Updated last year
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- Heuristics Miner in R and integrated with the bupaR framework.☆14Apr 3, 2023Updated 2 years ago
- A logger for R☆16Jun 19, 2023Updated 2 years ago
- Docker image integrating Python and R☆12Jul 11, 2019Updated 6 years ago
- Auto dark mode for Quarto websites and slides☆24Jul 21, 2025Updated 8 months ago
- R package for year-based time scales☆15Jan 14, 2026Updated 2 months ago
- Sorted L1 Penalized Estimation☆19Mar 2, 2026Updated 3 weeks ago
- Quarto Extension filter that adds a full screen button in the code blocks in RevealJs slides and html documents.☆14Apr 18, 2023Updated 2 years ago
- SciViews R socket server☆12Aug 29, 2025Updated 6 months ago
- Set of templates and themes to apply CMAP graphics standards to R products.☆15Nov 26, 2025Updated 3 months ago
- Explanations for survival models☆15Sep 7, 2022Updated 3 years ago
- Slides for the RSS International Conference 2023 workshop on data visualisation.☆10Aug 11, 2024Updated last year
- Tidy methods for Bayesian treatment effect models☆18Dec 8, 2025Updated 3 months ago
- Utilities for easily loading big data from relational databases directly into ffdf objects in R.☆20Nov 26, 2025Updated 3 months ago