Data Science

tseries: Time Series Analysis and Computational Finance

tseries: Time Series Analysis and Computational Finance

Efficient Estimation of Volatility Using High Frequency Data

Efficient Estimation of Volatility Using High Frequency Data

Forecasting exchange rates using cointegration models and intra-day data

Forecasting exchange rates using cointegration models and intra-day data

Orla: A data flow programming system for very large time series

Orla: A data flow programming system for very large time series

Breathing pattern and exercise endurance time after exhausting cycling or breathing

Breathing pattern and exercise endurance time after exhausting cycling or breathing

Cointegration and Exchange Market Efficiency: An Analysis of High Frequency Data

Cointegration and Exchange Market Efficiency: An Analysis of High Frequency Data