Files in MislavSag/mlfinance
Machine learning in finance
.Rbuildignore
.Renviron
.github/.gitignore
.github/workflows/R-CMD-check.yaml
.gitignore
.travis.yml
DESCRIPTION
NAMESPACE
NEWS.md
R/features_from_ohlcv.R
R/filtering.R
R/get_risk_quarks.R
R/labeling_abnormal_returns.R
R/labeling_around_zero.R
R/labeling_fixed_time.R
R/labeling_triple_barrier.R
R/rolling_backcusum.R
R/rolling_exuber.R
R/rolling_gas.R
R/rolling_gpd.R
R/rolling_theft.R
R/rolling_univariate_forecasts.R
R/spy.R
R/utils.R
R/volatility.R
README.Rmd
README.md
_pkgdown.yml
data/spy.rda
docs/404.html
docs/articles/index.html
docs/articles/triple_barrier_labeling.html
docs/articles/triple_barrier_labeling_files/accessible-code-block-0.0.1/empty-anchor.js
docs/authors.html
docs/bootstrap-toc.css
docs/bootstrap-toc.js
docs/docsearch.css
docs/docsearch.js
docs/index.html
docs/link.svg
docs/news/index.html
docs/pkgdown.css
docs/pkgdown.js
docs/pkgdown.yml
docs/reference/Rplot001.png
docs/reference/add_vertical_barrier.html
docs/reference/apply_pt_sl_on_t1.html
docs/reference/cusum_filter.html
docs/reference/daily_volatility.html
docs/reference/drop_labels.html
docs/reference/ewmsd.html
docs/reference/get_bins.html
docs/reference/get_events.html
docs/reference/index.html
docs/reference/one_column_check.html
docs/reference/spy.html
docs/reference/two_column_check.html
man/add_vertical_barrier.Rd
man/apply_pt_sl_on_t1.Rd
man/cusum_filter.Rd
man/daily_volatility.Rd
man/drop_labels.Rd
man/estimate_gpd.Rd
man/ewmsd.Rd
man/features_from_ohlcv.Rd
man/get_bins.Rd
man/get_events.Rd
man/get_series_statistics.Rd
man/labeling_abnormal_returns.Rd
man/labeling_around_zero.Rd
man/labeling_fixed_time.Rd
man/one_column_check.Rd
man/rolling_backcusum.Rd
man/rolling_exuber.Rd
man/rolling_gas.Rd
man/rolling_gpd.Rd
man/rolling_theft.Rd
man/rolling_univariate_forecasts.Rd
man/spy.Rd
man/two_column_check.Rd
mlfinance.Rproj
tests/testthat.R
tests/testthat/test_cusum_filter.R
tests/testthat/test_daily_volatility.R
vignettes/.gitignore
vignettes/triple_barrier_labeling.Rmd
