Third quarter 2019 Archives by author

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Starting: Wed Jul 10 18:56:45 CEST 2019
Ending: Tue Sep 24 11:46:59 CEST 2019
Messages: 37

• [R-SIG-Finance] Mothly Returns of Mutual funds   Atul Agarawal
• [R-SIG-Finance] Resources for AI/ML in Risk Management   Pankaj K Agarwal
• [R-SIG-Finance] R for Finance: Resources (Books, Papers)   Juan Telleria Ruiz de Aguirre
• [R-SIG-Finance] R for Finance: Resources (Books, Papers)   Juan Telleria Ruiz de Aguirre
• [R-SIG-Finance] Endorsement for arxiv q-fin   Anton Antonov
• [R-SIG-Finance] Replicating TVECM plot   Rodrigo Badilla
• [R-SIG-Finance] Replicating TVECM plot   Eric Berger
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly!   Daniel Cegiełka
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly!   Daniel Cegiełka
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly!   Daniel Cegiełka
• [R-SIG-Finance] Understanding fixed.pars of rmgarch   Tommaso Ferrari
• [R-SIG-Finance] DCC model estimation with t-Student distribution rmgarch   Tommaso Ferrari
• [R-SIG-Finance] Partitioning approach towards portfolio construction - ensemble models/weights based on parameter sets   Sam H
• [R-SIG-Finance] Partitioning approach towards portfolio construction - ensemble models/weights based on parameter sets   Ilya Kipnis
• [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe   Ilya Kipnis
• [R-SIG-Finance] systematic trading w/ quantstrat   Ilya Kipnis
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly!   Ilya Kipnis
• [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe   Joshua Knipe
• [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe   Joshua Knipe
• [R-SIG-Finance] External Regressors in GARCH Equation when using Twinkle   Neil Patrick Lawton
• [R-SIG-Finance] R for Finance: Resources (Books, Papers)   Christian Lear
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly!   Mark Leeds
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly!   Vladimir Morozov
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly!   Vladimir Morozov
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly!   Vladimir Morozov
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly!   Vladimir Morozov
• [R-SIG-Finance] how to grow XTS series in R dynamically ? And Quickly!   Vladimir Morozov
• [R-SIG-Finance] [PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe   Brian G. Peterson
• [R-SIG-Finance] Mothly Returns of Mutual funds   Brian G. Peterson
• [R-SIG-Finance] Resources for AI/ML in Risk Management   Brian G. Peterson
• [R-SIG-Finance] R for Finance: Resources (Books, Papers)   Henrique Ramos
• [R-SIG-Finance] Partitioning approach towards portfolio construction - ensemble models/weights based on parameter sets   Enrico Schumann
• [R-SIG-Finance] systematic trading w/ quantstrat   Ethan Smith
• [R-SIG-Finance] Manually calculating and backtesting VaR and CVaR from DCC-GARCH   Eliot Tabet
• [R-SIG-Finance] External Regressors in GARCH Equation when using Twinkle   alexios galanos
• [R-SIG-Finance] breatdh indicators   diego peroni
• [R-SIG-Finance] R for Finance: Resources (Books, Papers)   at tobi at skr at mer m at iii at g oii posteo at at et

Last message date: Tue Sep 24 11:46:59 CEST 2019
Archived on: Tue Sep 24 12:01:51 CEST 2019

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