bvarsv Software Authors: Fabian Krueger Cited in: 115 Publications (2005–2023) 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); Numerical analysis (65-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)
MTS Software Authors: R.S. Tsay Cited in: 4 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)
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)
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; StatDA; fGarch; … Main Fields: Probability theory and stochastic processes (60-XX); Statistics (62-XX); Geophysics (86-XX)
bssm Software Authors: Jouni Helske, Matti Vihola Cited in: 0 Publications Related Software: R; RStan; KFAS; pder; loo; posterior; … Main Fields: –
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; TensorFlow; arctic; bokeh; chartpy; findatapy; … 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)
StMAR Software Authors: Meitz, Mika; Preve, Daniel; Saikkonen, Pentti Cited in: 2 Publications (2022–2023) Related Software: Matlab; CopulaModel; hddtools; sn Main Fields: Statistics (62-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: GVAR; bayesm; abind; 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: –
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: fGarch; FinTS; tseries; Rugarch; YUIMA; R 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: strucchange; DEoptim; copula; 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: –