dppalomar / sparseEigenLinks
Computation of Sparse Eigenvectors of a Matrix
☆12Updated 6 years ago
Alternatives and similar repositories for sparseEigen
Users that are interested in sparseEigen are comparing it to the libraries listed below
Sorting:
- R package for high frequency time series data management☆64Updated 5 months ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆28Updated 5 years ago
- MSGARCH R Package☆81Updated 2 years ago
- R package for inference on the Sharpe ratio.☆20Updated 10 months ago
- ☆14Updated 3 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- Updated repository containing datafeed and strategy☆12Updated 10 years ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆18Updated 9 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Updated 11 months ago
- R package for financial simulation☆55Updated this week
- Digital Signal Trading (John Ehlers indicators)☆93Updated 6 years ago
- ☆20Updated 8 years ago
- Ilya Kipnis's package for performance reporting☆23Updated 10 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆38Updated this week
- ☆17Updated 3 years ago
- finance☆43Updated 8 years ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated 2 weeks ago
- Design of Risk Parity Portfolios☆116Updated 3 years ago
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Econometric Analysis of Explosive Time Series☆31Updated last month
- An R interface to the ITCH Protocol☆20Updated last year
- Python Code for Meucci Related Blog Posts☆16Updated 9 years ago
- Tools for investing in Python☆46Updated 3 years ago
- Digital Signal Processing Indicators For Market Data.☆32Updated 5 years ago
- ☆12Updated 8 months ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆14Updated 3 years ago
- ☆95Updated 6 months ago