learnfin/learnfin: Statistical Learning Methods for Financial Decision Making

This package uses basic and advanced machine learning methods on sets of financial option contracts in order to determine which learning method works better to correctly predict future pricing errors given the moneyness and maturity covariates.

Getting started

Package details

Maintainer
LicenseMIT
Version0.0.1.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("learnfin/learnfin")
learnfin/learnfin documentation built on May 21, 2017, 10:34 a.m.