RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods

In order to integrate and facilitate the research, calculation and analysis methods around the Financial Risk Meter (FRM) project, the R package RiskAnalytics has been developed. Its main goal is to provide data processing and parallelized quantile lasso regression methods for risk analysis based on...

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Bibliographic details
Volume: 2017-006
Main Author: Borke, Lukas
Format: Paper
Language: English
Place of publication: Berlin SFB 649, Economic Risk 2017
published in: SFB 649 Discussion Paper Vol. 2017-006
Data of publication: 2017
Subjects:
FRM
EDA
Online Access: Fulltext
Database: EconStor
Database information Databases - DBIS