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Found 44 Software Packages (Results 1–44)

bvarsv

Software Authors:   Fabian Krueger
Cited in: 114 Publications (2005–2022)
Related Software: stochvol; Gensys; CODA; rSGDLM; R; Rcpp; …
Main Fields: Harmonic analysis on Euclidean spaces (42-XX); Probability theory and stochastic processes (60-XX); Statistics (62-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)

RMetrics

Software Authors:   Rmetrics Association
Cited in: 35 Publications (2008–2022)
Related Software: R; fGarch; fBasics; tseries; copula; copula; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX)

stochvol

Software Authors:   Gregor Kastner
Cited in: 19 Publications (2014–2022)
Related Software: R; bvarsv; CODA; Rcpp; zoo; RcppArmadillo; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Astronomy and astrophysics (85-XX)

RATS

Software Authors:   Estima
Cited in: 13 Publications (1990–2020)
Related Software: EViews; Stata; SAS; STAMP; gretl; SsfPack; …
Main Fields: Dynamical systems and ergodic theory (37-XX); Probability theory and stochastic processes (60-XX); Statistics (62-XX)

PAMR

Software Authors:   B. Li, P. Zhao, S. Hoi, V. Gopalkrishnan
Cited in: 13 Publications (2012–2022)
Related Software: CORN; OLPS; Forgetron; GraphLab; Pegasos; LIBSVM; …
Main Fields: Statistics (62-XX); Computer science (68-XX); Operations research, mathematical programming (90-XX)

rSGDLM

Software Authors:   Gruber, L. F.
Cited in: 10 Publications (2016–2020)
Related Software: bvarsv; DeCo; GitHub; pyuvdata; HdBCS; Stan; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Computer science (68-XX)

CVXPortfolio

Software Authors:   S. Boyd, E. Busseti, S. Diamond, R. Kahn, K. Koh, P. Nystrup, J. Speth
Cited in: 9 Publications (2019–2022)
Related Software: CVXPY; OSQP; SCS; Mosek; ECOS; GitHub; …
Main Fields: Statistics (62-XX); Numerical analysis (65-XX); Operations research, mathematical programming (90-XX)

NDSolve

Software Authors:   Lewis, Alan L.
Cited in: 9 Publications (2008–2021)
Related Software: Mathematica; OPQ; Algorithm 957; Mulprec; BENCHOP; DLMF
Main Fields: Partial differential equations (35-XX); Probability theory and stochastic processes (60-XX); Numerical analysis (65-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)

MTS

Software Authors:   R.S. Tsay
Cited in: 3 Publications (2016–2022)
Related Software: R; RcppArmadillo; Rcpp; freqdom; gdpc; UCI-ml; …
Main Fields: Statistics (62-XX); Numerical analysis (65-XX); Classical thermodynamics, heat transfer (80-XX)

QuantGAN

Software Authors:   Magnus Wiese, Robert Knobloch, Ralf Korn, Peter Kretschmer
Cited in: 6 Publications (2020–2022)
Related Software: Adam; Wasserstein GAN; POT; AdaGAN; Grad-CAM; Tensor2Tensor; …
Main Fields: Calculus of variations and optimal control; optimization (49-XX); Probability theory and stochastic processes (60-XX); Statistics (62-XX)

Algorithm 963

Software Authors:   Escobar, Marcos; Rudolph, Benedikt; Zagst, Rudi
Cited in: 4 Publications (2016–2022)
Related Software: Matlab
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Numerical analysis (65-XX)

cusp

Software Authors:   Raoul P. P. P. Grasman
Cited in: 4 Publications (2015–2021)
Related Software: sde; AS 217
Main Fields: Ordinary differential equations (34-XX); Probability theory and stochastic processes (60-XX); Statistics (62-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)

factorstochvol

Software Authors:   Gregor Kastner, Darjus Hosszejni
Cited in: 1 Publication (2019)
Related Software: R; stochvol; zoo; stochvolTMB; devtools; shrinkTVP; …
Main Fields: Statistics (62-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

tsBSS

Software Authors:   Markus Matilainen, Christophe Croux, Jari Miettinen, Klaus Nordhausen, Hannu Oja, Sara Taskinen, Joni Virta
Cited in: 2 Publications (2021)
Related Software: BSSasymp; JADE; R; stochvol; PCA4TS; freqdom; …
Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Geophysics (86-XX)

CFT

Software Authors:   Christof Heuer; Pedro Pólvora; José Silva; Matthias Ehrhardt; Michael Günther; E. Jan W. ter Maten
Cited in: 2 Publications (2017)
Related Software: Matlab; arctic; bokeh; chartpy; findatapy; finmarketpy; …
Main Fields: General and overarching topics; collections (00-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

EmmPack

Software Authors:   van der Sluis, Pieter J.
Cited in: 2 Publications (1997–2015)
Related Software: S-PLUS; Matlab; GAUSS
Main Fields: Statistics (62-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

finmarketpy

Software Authors:   Cuemacro
Cited in: 2 Publications (2017)
Related Software: arctic; bokeh; chartpy; findatapy; xlwings; Flask; …
Main Fields: General and overarching topics; collections (00-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

mfbvar

Software Authors:   Sebastian Ankargren, Yukai Yang, Gregor Kastner
Cited in: 0 Publications
Related Software: CODA; mvtnorm; vars; bvarsv; bvartools; R; …
Main Fields:

RTAQ

Software Authors:   Cornelissen, J., Boudt, K.
Cited in: 2 Publications (2012–2015)
Related Software:
Main Fields: Statistics (62-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

ARCHModels.jl

Software Authors:   Simon A. Broda; Marc S. Paolella
Cited in: 0 Publications
Related Software: Distributions.jl; PyFlux; StateSpaceModels; Optim; STAMP; Rugarch; …
Main Fields:

BGVAR

Software Authors:   Maximilian Boeck, Martin Feldkircher, Florian Huber, Darjus Hosszejni
Cited in: 0 Publications
Related Software: bayesm; abind; GVAR; Rcpp; BHSBVAR; zoo; …
Main Fields:

bmgarch

Software Authors:   Philippe Rast; Stephen Martin
Cited in: 0 Publications
Related Software: RStan; Stan; rmgarch; mgarchBEKK; R; CRAN
Main Fields:

bssm

Software Authors:   Jouni Helske, Matti Vihola
Cited in: 0 Publications
Related Software: KFAS; ggmcmc; shinystan; RStan; trajectories; overlapping; …
Main Fields:

DudeTM

Software Authors:   Mengxing Liu; Mingxing Zhang; Kang Chen; Xuehai Qian; Yongwei Wu; Jinglei Ren
Cited in: 1 Publication (2019)
Related Software: Proteus; ThyNVM; NOVA; FPTree; WORT; WHISPER; …
Main Fields: Computer science (68-XX)

electoral

Software Authors:   Jorge Albuja
Cited in: 0 Publications
Related Software: esaps; rcv; HighestMedianRules; STV; votesys; R; …
Main Fields:

esaps

Software Authors:   Nicolas Schmidt
Cited in: 0 Publications
Related Software: rcv; HighestMedianRules; STV; electoral; votesys; R; …
Main Fields:

GARCH Toolbox

Software Authors:   –
Cited in: 1 Publication (2008)
Related Software: Matlab
Main Fields: Probability theory and stochastic processes (60-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX); Information and communication theory, circuits (94-XX)

highfrequency

Software Authors:   Kris Boudt, Jonathan Cornelissen, Scott Payseur, Giang Nguyen, Maarten Schermer
Cited in: 0 Publications
Related Software: R; fGarch; FinTS; tseries; Rugarch; YUIMA
Main Fields:

NGSSEML

Software Authors:   Thiago Rezende dos Santos, Dani Gamerman, Glaura da Conceicao Franco
Cited in: 1 Publication (2022)
Related Software: SsfPack
Main Fields: Statistics (62-XX)

nortsTest

Software Authors:   Asael Alonzo Matamoros, Alicia Nieto-Reyes, Rob Hyndman, Mitchell O'Hara-Wild, Trapletti A
Cited in: 0 Publications
Related Software: ggplot2; R; uroot; nortest; forecast; MissMech; …
Main Fields:

PDE-method-for-implied-volatility

Software Authors:   Matić, Ivan; Radoičić, Radoš; Stefanica, Dan
Cited in: 1 Publication (2020)
Related Software: GitHub
Main Fields: Numerical analysis (65-XX); Game theory, economics, finance, and other social and behavioral sciences (91-XX)

pmhtutorial

Software Authors:   Johan Dahlin
Cited in: 0 Publications
Related Software: vSMC; smfsb; Python; Matlab; JAGS; pyParticleEst; …
Main Fields:

POWDer

Software Authors:   Dowson, Oscar; Philpott, Andy; Mason, Andrew; Downward, Anthony
Cited in: 1 Publication (2019)
Related Software: SDDP; Julia; Gurobi
Main Fields: Operations research, mathematical programming (90-XX)

stochvolTMB

Software Authors:   Jens Christian Wahl
Cited in: 0 Publications
Related Software: zoo; devtools; shrinkTVP; LSD; RColorBrewer; Rugarch; …
Main Fields:

svars

Software Authors:   Alexander Lange, Bernhard Dalheimer, Helmut Herwartz, Simone Maxand, Hannes Rieb
Cited in: 0 Publications
Related Software: DEoptim; copula; strucchange; ICtest; normtest; steadyICA; …
Main Fields:

Svpack

Software Authors:   Koopman, S.J., Shephard, N., Doornik, J.A.
Cited in: 1 Publication (2012)
Related Software: SsfPack; AdMit
Main Fields: Statistics (62-XX); Numerical analysis (65-XX)

varstan

Software Authors:   Izhar Asael Alonzo Matamoros, Cristian Andres Cruz Torres
Cited in: 0 Publications
Related Software: fGarch; loo; RStan; bridgesampling; rstanarm; bayesplot; …
Main Fields:

bayesDccGarch

Software Authors:   Jose Augusto Fiorucci, Ricardo Sanders Ehlers, Francisco Louzada
Cited in: 0 Publications
Related Software:
Main Fields:

Bclim

Software Authors:   Andrew Parnell
Cited in: 0 Publications
Related Software:
Main Fields:

ecd

Software Authors:   Stephen H-T. Lihn
Cited in: 0 Publications
Related Software:
Main Fields:

SACCR

Software Authors:   Tasos Grivas
Cited in: 0 Publications
Related Software:
Main Fields: