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statistical-test

Here are 6 public repositories matching this topic...

YalDan / JumpDetectR

Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data

finance cryptocurrency econometrics noise quantitative-finance financial-analysis jump volatility microstructure contagion statistical-test r-project

Updated Jan 21, 2022
R

QuantLet / JumpDetectR

Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data

finance cryptocurrency econometrics noise quantitative-finance financial-analysis jump volatility microstructure contagion statistical-test r-project

Updated Oct 21, 2021
R

PedroRamosRguez / Metanalyze

Repositorio con el Trabajo Final de Grado de Pedro Manuel Ramos Rodríguez sobre una aplicación para la validación estadística de metaheurísticas utilizadas para la optimización multi-objetivo

python django multi-objective-optimization tfg metaheuristic ull optimizacion metaheuristica analisis-estadistico multi-objetivo statistical-test

Updated May 17, 2019
Python

QuantLet / Jump_tests

Collection of code for detection and modeling of jumps (WIP)

finance cryptocurrency econometrics noise quantitative-finance financial-analysis jump volatility microstructure contagion statistical-test r-project

Updated May 20, 2021

Ruslan-Nazarov / papanda

Useful tools for statistical data exploration.

statistics outliers statistical-test statistical-metods gesd cochran

Updated Jan 10, 2023
Python

YalDan / Jump_tests

Collection of code for detection and modeling of jumps (WIP)

finance cryptocurrency econometrics noise quantitative-finance financial-analysis jump volatility microstructure contagion statistical-test r-project

Updated Dec 10, 2020
R

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