quantmod swMATH ID: 9998 Software Authors: Jeffrey A. Ryan Description: R package quantmod: Quantitative Financial Modelling Framework: Specify, build, trade, and analyse quantitative financial trading strategies Homepage: http://cran.r-project.org/web/packages/quantmod/index.html Source Code: https://github.com/cran/quantmod Dependencies: R Related Software: R; xts; tseries; zoo; QRM; TTR; RMetrics; animation; ggplot2; fGarch; Rcpp; Rugarch; dplyr; PerformanceAnalytics; knitr; fOptions; reshape; RootSolve; Rlecuyer; rstream Cited in: 14 Publications all top 5 Cited by 25 Authors 2 Bertsimas, Dimitris John 2 Cory-Wright, Ryan 2 Stübinger, Johannes 1 Arratia, Argimiro A. 1 Clark, Brian 1 Czado, Claudia 1 Endres, Sylvia 1 Fan, Jianqing 1 Feinstein, Zachary 1 Gandrud, Christopher 1 Hyndman, Rob J. 1 Kandanaarachchi, Sevvandi 1 Krauss, Christopher 1 Lehtomaa, Jaakko 1 Mangold, Benedikt 1 Müller, Dominik 1 Muñoz, Mario Andrés 1 Resnick, Sidney Ira 1 Rodríguez, Carlos E. 1 Simaan, Majeed 1 Smith-Miles, Kate A. 1 Tapiero, Oren J. 1 Tsay, Ruey S. 1 Walker, Stephen Grahm 1 Yao, Qiwei all top 5 Cited in 10 Serials 2 Operations Research Letters 2 Computational Statistics and Data Analysis 2 Quantitative Finance 1 Insurance Mathematics & Economics 1 INFORMS Journal on Computing 1 Data Mining and Knowledge Discovery 1 Algorithmic Finance 1 Atlantis Studies in Computational Finance and Financial Engineering 1 Wiley Series in Probability and Statistics 1 Chapman & Hall/CRC The R Series all top 5 Cited in 7 Fields 9 Statistics (62-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Probability theory and stochastic processes (60-XX) 3 Operations research, mathematical programming (90-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year