NEWS.md
In MislavSag/mlfinance: Machine learning in finance
mlfinance 0.0.1
- New
daily_volatility function for calculating daily variance from intraday data
- New
cusum_filter function for filtering
- New
get_events function for generating triple barrier events
- New
get_labels function for generating triple barrier labels
- New
drop_labels function for droping labels
MislavSag/mlfinance documentation built on Sept. 14, 2021, 1:11 p.m.
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mlfinance 0.0.1
- New
daily_volatilityfunction for calculating daily variance from intraday data - New
cusum_filterfunction for filtering - New
get_eventsfunction for generating triple barrier events - New
get_labelsfunction for generating triple barrier labels - New
drop_labelsfunction for droping labels
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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