daniel.p.palomar@gmail.com
Packages by Daniel P. Palomar
fitHeavyTail — 0.2.0
3 years ago by Daniel P. Palomar
Mean and Covariance Matrix Estimation under Heavy Tails
highOrderPortfolios — 0.1.1
3 years ago by Daniel P. Palomar
Design of High-Order Portfolios Including Skewness and Kurtosis
imputeFin — 0.1.2
5 years ago by Daniel P. Palomar
Imputation of Financial Time Series with Missing Values and/or Outliers
intradayModel — 0.0.1
3 years ago by Daniel P. Palomar
Modeling and Forecasting Financial Intraday Signals
portfolioBacktest — 0.4.1
4 years ago by Daniel P. Palomar
Automated Backtesting of Portfolios over Multiple Datasets
sparseIndexTracking — 0.1.1
7 years ago by Daniel P. Palomar
Design of Portfolio of Stocks to Track an Index