Daniel P. Palomar
Daniel P. Palomar
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Software
R package intradayModel published in CRAN
R package intradayModel for design of High-Order Portfolios published in CRAN.
May 19, 2023
Software
R package highOrderPortfolios published in CRAN
R package highOrderPortfolios for design of High-Order Portfolios published in CRAN.
Oct 20, 2022
Software
R package portfolioBacktest updated in CRAN
R package portfolioBacktest for portfolio backtesting. As usual, it has been regularly updated with new features.
Apr 22, 2022
Software
R package fitHeavyTail updated in CRAN
R package fitHeavyTail for mean and covariance matrix estimation under heavy tails. Now it can fit skewed distributions as well! Xiwen has now become a co-author of the package.
Apr 16, 2022
Software
R package imputeFin updated in CRAN
R package imputeFin for imputation of financial time series updated with outlier detection.
Jul 11, 2020
Software
R package imputeFin published in CRAN
R package imputeFin for imputation of financial time series with missing values published in CRAN.
Dec 12, 2019
Software
R package fitHeavyTail published in CRAN
R package fitHeavyTail for covariance matrix estimation under heavy tails published in CRAN.
Nov 22, 2019
Software
R package portfolioBacktest published in CRAN
R package portfolioBacktest for portfolio backtesting published in CRAN.
Jun 19, 2019
Software
R package sparseIndexTracking published in CRAN
R package sparseIndexTracking for computation of sparse portfolio to track an index published in CRAN.
May 17, 2018
Software
