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Slides package fitHeavyTail in R/Finance 20233 years ago
fitHeavyTail 0.2.0.9000Daniel P. Palomar slides-RFinance2023.pdf.asis
intradayModel: Modeling and Forecasting Financial Intraday Signals3 years ago
Quick start | Usage of the package | Preliminary theory | Datasets | Fitting | Decomposition | Forecasting | Next steps | References
intradayModel 0.0.1.9000| Shengjie Xiu, Yifan Yu, and Daniel P. Palomar | The Hong Kong University of Science and Technology (HKUST)intradayModel.Rmd
Mean Vector and Covariance Matrix Estimation under Heavy Tails7 years ago
Mean Vector and Covariance Matrix Estimation under Heavy Tails | Installation | Quick Start | Numerical Comparison with Existing Packages | Extension to Skewed Distributions | Algorithms | References
fitHeavyTail 0.2.0.9000Daniel P. Palomar CovarianceEstimationHeavyTail.html.asis