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Found 38 Software Packages (Results 1–38)

QRM

Software Authors:   Bernhard Pfaff; Marius Hofert; Alexander McNeil; Scott Ulmann
Cited in: 786 Publications (2005–2022)
Related Software: R; CopulaModel; copula; copula; ismev; CAViaR; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX)

CreditRisk+

Software Authors:   Tom Wilde; CSFB
Cited in: 45 Publications (2004–2022)
Related Software: QRM; Python; Johnson Curve; AS 99; aplore3; UCI-ml; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX)

EVIM

Software Authors:   Gena̧y, Ramazan; Selu̧k, Faruk; Ulugülyagci, Abdurrahman
Cited in: 9 Publications (2001–2020)
Related Software: ismev; WAFO; Matlab; longmemo; lmomco; copula; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX)

OptiRisk

Software Authors:   –
Cited in: 9 Publications (2008–2020)
Related Software: TwitterMonitor; PySP; Pyomo; MPI
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Computer science (68-XX)

CrystallBall

Software Authors:   ORACLE; Charnes, John
Cited in: 8 Publications (2005–2021)
Related Software: Excel; OptQuest; AMPL; LINGO
Main Fields: Statistics (62-XX); Numerical analysis (65-XX); Computer science (68-XX)

GHICA

Software Authors:   Chen, Y., Härdle, W. and Spokoiny, V.
Cited in: 8 Publications (2010–2022)
Related Software: TVICA; FastICA; ElemStatLearn; Matlab; FinTS; CuBICA; …
Main Fields: Statistics (62-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

ParBreZo

Software Authors:   Brett F. Sanders; Jochen E. Schubert; Russell L. Detwiler
Cited in: 7 Publications (2013–2018)
Related Software: HLLE; OpenACC; MPI; FullSWOF2D; SkelGIS; FullSWOF; …
Main Fields: General and overarching topics; collections (00-XX); Numerical analysis (65-XX); Fluid mechanics (76-XX)

ROTOR

Software Authors:   Bachinger, J., Zander, P.
Cited in: 6 Publications (2010–2020)
Related Software: CropSyst; DSSAT; CPLEX; GAMS; NumberJack; ToulBar2; …
Main Fields: Operations research, mathematical programming (90-XX)

TVICA

Software Authors:   Chen, R.B., Chen, Y.and Härdle, W.K.
Cited in: 6 Publications (2014–2020)
Related Software: GHICA; FastICA; Matlab; FinTS; ISLR; CuBICA; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX)

Deep xVA solver

Software Authors:   Alessandro Gnoatto, Athena Picarelli, Christoph Reisinger
Cited in: 5 Publications (2021–2022)
Related Software: DGM; FPINNs; GitHub; Adam; Keras; TensorFlow; …
Main Fields: Probability theory and stochastic processes (60-XX); Numerical analysis (65-XX); Computer science (68-XX)

DFTCalc

Software Authors:   F. Arnold, A. Belinfante, D.G. Freark van der Berg, M. Stoelinga
Cited in: 4 Publications (2015–2021)
Related Software: FaultTree+; DIFtree; AttackTree; Uppaal; CADP; MRMC; …
Main Fields: Computer science (68-XX); Operations research, mathematical programming (90-XX); Information and communication theory, circuits (94-XX)

qrmdata

Software Authors:   Marius Hofert, Kurt Hornik, Alexander J. McNeil
Cited in: 3 Publications (2019–2021)
Related Software: mvtnorm; copula; qrng; QRM; R; nvmix; …
Main Fields: Statistics (62-XX)

QRMlib

Software Authors:   Alexander McNeil; Scott Ulman
Cited in: 3 Publications (2013–2018)
Related Software: R; QRM; mvShapiroTest; energy; fCopulae; nacopula; …
Main Fields: Statistics (62-XX); Biology and other natural sciences (92-XX); Systems theory; control (93-XX)

qrmtools

Software Authors:   Marius Hofert, Kurt Hornik
Cited in: 3 Publications (2017–2019)
Related Software: R; Rugarch; mvtnorm; copula; qrng; QRM; …
Main Fields: Statistics (62-XX); Numerical analysis (65-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

QuantLib

Software Authors:   –
Cited in: 4 Publications (2015–2022)
Related Software: Quantlib; GitHub; CUDA; Mathematica; copula; ARCH
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX)

HEC-FDA

Software Authors:   Hydrologic Engineering Center
Cited in: 3 Publications (2005–2008)
Related Software: MIKE; HEC-DSS
Main Fields: Computer science (68-XX); Geophysics (86-XX); Operations research, mathematical programming (90-XX)

Quantlib

Software Authors:   Ametrano F, Ballabio L
Cited in: 3 Publications (2019–2022)
Related Software: QuantLib; GitHub; copula; ARCH
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Operations research, mathematical programming (90-XX)

RQuantLib

Software Authors:   Dirk Eddelbuettel; Khanh Nguyen
Cited in: 1 Publication (2013)
Related Software: R; Rcpp; Rserve; inline; CXXR; RcppArmadillo; …
Main Fields: Statistics (62-XX); Computer science (68-XX)

simsalapar

Software Authors:   Marius Hofert; Martin Mächler
Cited in: 2 Publications (2019–2020)
Related Software: R; Rmpi; ggplot2; lattice; foreach; doParallel; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

STORM-RM

Software Authors:   Theodoros Ntouskas; Nineta Polemi
Cited in: 3 Publications (2013–2016)
Related Software: S-PORT; OCTAVE; MAGERIT; CRAMM; VisualUTA; MINORA
Main Fields: Operations research, mathematical programming (90-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

HyRiM

Software Authors:   Rass, S.; König, S.
Cited in: 2 Publications (2018–2019)
Related Software: GADAPT; R
Main Fields: Computer science (68-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX); Information and communication theory, circuits (94-XX)

MAGERIT

Software Authors:   –
Cited in: 1 Publication (2013)
Related Software: OCTAVE; STORM-RM; CRAMM; S-PORT
Main Fields: Game theory, economics, finance, and other social and behavioral sciences (91-XX)

NAPL

Software Authors:   Guarnaccia, J., G. Pinder, M. Fishman
Cited in: 2 Publications (2008–2011)
Related Software: STOMP; eSTOMP
Main Fields: Fluid mechanics (76-XX)

parma

Software Authors:   Alexios Ghalanos, Bernhard Pfaff, Miguel Sousa Lobo, Lieven Vandenberghe, Stephen Boyd, Herve Lebret
Cited in: 0 Publications
Related Software: rgenoud; NLopt; R; nloptr; GenSA; cmaes; …
Main Fields:

VG_codes

Software Authors:   Bee, Marco; Dickson, Maria Michela; Santi, Flavio
Cited in: 2 Publications (2018–2020)
Related Software: QRM; Rugarch; VarianceGamma; fGarch; ghyp; R
Main Fields: Statistics (62-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Analytical Finance Package

Software Authors:   Dmitrii Silvestrov, Anatoliy Malyarenko
Cited in: 1 Publication (2007)
Related Software:
Main Fields: Statistics (62-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

AutoAudit

Software Authors:   Meng-Chieh Lee, Yue Zhao, Aluna Wang, Pierre Jinghong Liang, Leman Akoglu, Vincent S. Tseng, Christos Faloutsos
Cited in: 0 Publications
Related Software: UCI-ml; Adam; LOF; Python; FairOD
Main Fields:

ConfigChecker

Software Authors:   Al-Shaer, E., Alsaleh, M.
Cited in: 1 Publication (2018)
Related Software: nftables; iptables; pgf; Routing; LOFT; margrave; …
Main Fields: Computer science (68-XX)

CRAMM

Software Authors:   Central Computer and Telecommunications Agency (CCTA); Cabinet Office
Cited in: 1 Publication (2013)
Related Software: OCTAVE; STORM-RM; MAGERIT; S-PORT
Main Fields: Game theory, economics, finance, and other social and behavioral sciences (91-XX)

CTML

Software Authors:   Tonfoni, Graziella
Cited in: 1 Publication (2005)
Related Software:
Main Fields: Computer science (68-XX)

DECERNS

Software Authors:   Boris Yatsalo, Vladimir Didenko, Sergey Gritsyuk, Terry Sullivan
Cited in: 0 Publications
Related Software: Triptych; Excel; LEVI; PyQt; Python; PyTOPS
Main Fields:

frmqa

Software Authors:   –
Cited in: 1 Publication (2014)
Related Software: Rmpfr; DLMF
Main Fields: Special functions (33-XX); Numerical analysis (65-XX)

iWorks

Software Authors:   SunGard
Cited in: 0 Publications
Related Software: R; MoSes; cplm; Matlab; SAS; LifeTable; …
Main Fields:

MapX

Software Authors:   Pierre Lacroix; Frédéric Moser; Antonio Benvenuti; Thomas Piller; David Jensen; Inga Petersen; Marion Planque; Nicolas Ray
Cited in: 0 Publications
Related Software: R; Turf.js; PostGIS; PostgreSQL; Docker; Node.js; …
Main Fields:

PyPortfolioOpt

Software Authors:   Robert Andrew Martin
Cited in: 0 Publications
Related Software: CLA; NumPy; pandas; Python; OSQP; ECOS; …
Main Fields:

QFcode

Software Authors:   Schlögl, Erik
Cited in: 1 Publication (2014)
Related Software: Excel
Main Fields: Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cauldron

Software Authors:   CyVision Technologies
Cited in: 0 Publications
Related Software:
Main Fields:

IARI

Software Authors:   Stein, B. van
Cited in: 0 Publications
Related Software:
Main Fields: