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...
|Main Author:||Borke, Lukas|
|Place of publication:||
Berlin SFB 649, Economic Risk 2017
|published in:||SFB 649 Discussion Paper Vol. 2017-006|
|Data of publication:||2017|
Database information Databases - DBIS