Daniel P. Palomar
Daniel P. Palomar
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Software
My former PhD student Junxiao Song pushing the limits with DeepSeek
As we all know, DeepSeek has recently pushed the limits in LLMs through groundbreaking innovations. I’m proud to share that my former PhD student Junxiao Song serves as a Principal Researcher at DeepSeek AI, where he:
Jan 31, 2025
Papers
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Software
R package intradayModel published in CRAN
R package intradayModel for design of High-Order Portfolios published in CRAN.
May 19, 2023
Software
R package highOrderPortfolios published in CRAN
R package highOrderPortfolios for design of High-Order Portfolios published in CRAN.
Oct 20, 2022
Software
R package portfolioBacktest updated in CRAN
R package portfolioBacktest for portfolio backtesting. As usual, it has been regularly updated with new features.
Apr 22, 2022
Software
R package fitHeavyTail updated in CRAN
R package fitHeavyTail for mean and covariance matrix estimation under heavy tails. Now it can fit skewed distributions as well! Xiwen has now become a co-author of the package.
Apr 16, 2022
Software
R package imputeFin updated in CRAN
R package imputeFin for imputation of financial time series updated with outlier detection.
Jul 11, 2020
Software
R package imputeFin published in CRAN
R package imputeFin for imputation of financial time series with missing values published in CRAN.
Dec 12, 2019
Software
R package fitHeavyTail published in CRAN
R package fitHeavyTail for covariance matrix estimation under heavy tails published in CRAN.
Nov 22, 2019
Software
R package portfolioBacktest published in CRAN
R package portfolioBacktest for portfolio backtesting published in CRAN.
Jun 19, 2019
Software
R package sparseIndexTracking published in CRAN
R package sparseIndexTracking for computation of sparse portfolio to track an index published in CRAN.
May 17, 2018
Software