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Rmetrics is a free and open-source software project designed for teaching computational finance.Rmetrics is based primarily on the statistical R programming language, but does contain contributions in other programming languages, such as Fortran, C, and C++.
The binomial correlation approach of equation (5) is a limiting case of the Pearson correlation approach discussed in section 1. As a consequence, the significant shortcomings of the Pearson correlation approach for financial modeling apply also to the binomial correlation model. [citation needed]
Gretl has its own scripting language, called hansl (which is a recursive acronym for Hansl's A Neat Scripting Language).. Hansl is a Turing-complete, interpreted programming language, featuring loops, conditionals, user-defined functions and complex data structures. [8]
Matthews correlation coefficient; Matrix gamma distribution; ... R programming language ... financial applications;
The algebra can be much simplified by expressing the quantities involved in matrix notation. [6] Arrange the returns of N risky assets in an N × 1 {\displaystyle N\times 1} vector R {\displaystyle R} , where the first element is the return of the first asset, the second element of the second asset, and so on.
A correlation function is a function that gives the statistical correlation between random variables, contingent on the spatial or temporal distance between those variables. [1] If one considers the correlation function between random variables representing the same quantity measured at two different points, then this is often referred to as an ...
R is a programming language for statistical computing and data visualization. It has been adopted in the fields of data mining, bioinformatics and data analysis. [9] The core R language is augmented by a large number of extension packages, containing reusable code, documentation, and sample data. R software is open-source and free software.
Mathematical economics is the application of mathematical methods to represent theories and analyze problems in economics.Often, these applied methods are beyond simple geometry, and may include differential and integral calculus, difference and differential equations, matrix algebra, mathematical programming, or other computational methods.