rickycant90/BMLgarch: Econometric and Mathematic tools for market analysis and portfolio optimization.
PCA,factor models, orthogonal MSGARCH, random forest models, factor forest models, portfolio optimization.
Getting started
Browse package contents
Package details |
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| Author | Riccardo Cantarella |
| Maintainer | The package maintainer <rickycant90@hotmail.it> |
| License | none. |
| Version | 0.1.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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