bpfaff

Pinned Repositories

cccp
R package for solving cone constrained convex optimization problems.
Language:C++17 3 32
evir
Functions for extreme value theory
Language:R2 2 00
FRAPO
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.
Language:R11 3 09
gogarch
Generalized Orthogonal GARCH (GO-GARCH) models
Language:R4 2 02
lp4rp
Literal Programming for R packages
Language:TeX2 2 01
mcrp
Multiple criteria risk parity optimization with respect to higher moments
Language:R7 5 03
QRM
Quantitative Risk Management Concepts
Language:R12 2 08
rbtc
R package for Bitcoin API RPC-JSON
Language:R6 3 06
urca
Unit Root and Cointegration Tests for Time Series Data
Language:R4 2 45
vars
Multivariate Time Series Models: VAR, SVAR and SVEC
Language:R43 7 1324

bpfaff's Repositories

bpfaff/vars
Multivariate Time Series Models: VAR, SVAR and SVEC
Language:R43 7 1324
bpfaff/cccp
R package for solving cone constrained convex optimization problems.
Language:C++17 3 32
bpfaff/QRM
Quantitative Risk Management Concepts
Language:R12 2 08
bpfaff/FRAPO
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.
Language:R11 3 09
bpfaff/mcrp
Multiple criteria risk parity optimization with respect to higher moments
Language:R7 5 03
bpfaff/rbtc
R package for Bitcoin API RPC-JSON
Language:R6 3 06
bpfaff/gogarch
Generalized Orthogonal GARCH (GO-GARCH) models
Language:R4 2 02
bpfaff/urca
Unit Root and Cointegration Tests for Time Series Data
Language:R4 2 45
bpfaff/evir
Functions for extreme value theory
Language:R2 2 00
bpfaff/lp4rp
Literal Programming for R packages
Language:TeX2 2 01
bpfaff/rneos
XML-RPC Interface to NEOS
Language:R1 2 21