RZ
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Mean and Covariance Matrix Estimation under Heavy Tails
Design of High-Order Portfolios Including Skewness and Kurtosis
Imputation of Financial Time Series with Missing Values and/or Outliers
Automated Backtesting of Portfolios over Multiple Datasets
Co-authored Packages
4 packages
| Package | Version |
|---|---|
| portfolioBacktest | 0.4.1 |
| fitHeavyTail | 0.2.0 |
| highOrderPortfolios | 0.1.1 |
| imputeFin | 0.1.2 |