Pinned Repositories
JumpTest
R package for high frequency financial jump detection testing, with p-values pooling and false discovery rate adjustment
abides
ABIDES: Agent-Based Interactive Discrete Event Simulation
Deep_Learning_Asset_Pricing
hf.econometrics
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R
HighFrequency_1
High Frequency Jump Prediction Project
JumpDetectR
Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
PythonPlantsVsZombies
a simple PlantsVsZombies game
chatroom
cjnnn-000's Repositories
cjnnn-000/highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R
cjnnn-000/abides
ABIDES: Agent-Based Interactive Discrete Event Simulation
cjnnn-000/PythonPlantsVsZombies
a simple PlantsVsZombies game
cjnnn-000/hf.econometrics
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
cjnnn-000/JumpDetectR
Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
cjnnn-000/Deep_Learning_Asset_Pricing
cjnnn-000/HighFrequency_1
High Frequency Jump Prediction Project
cjnnn-000/JumpTest
R package for high frequency financial jump detection testing, with p-values pooling and false discovery rate adjustment