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 updated in CRAN
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 imputeFin published in CRAN
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 fitHeavyTail published in CRAN
R package portfolioBacktest published in CRAN
R package portfolioBacktest for portfolio backtesting published in CRAN.
Jun 19, 2019 Software
R package portfolioBacktest published in CRAN
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
R package sparseIndexTracking published in CRAN