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Package: RiskAnalytics
Type: Package
Title: Real time processing of Nasdaq and Yahoo finance data and
parallelized quantile lasso regression methods
Version: 0.1.0
Date: 2017-01-25
Authors@R: person("Lukas", "Borke", email = "lukas@borke.net", role = c("aut", "cre"))
Maintainer: Lukas Borke <lukas@borke.net>
Description: Provides data processing and parallelized quantile lasso regression methods for risk
analysis based on Nasdaq data, Yahoo finance data and some macro variables.
The derived Risk Analytics can help to forecast and evaluate the systemic risk for the
corresponding markets. All results and methods are used at the own risk.
The package serves exclusively the purpose of non-profit-making and scientific analysis.
License: MIT + file LICENSE
Imports:
stats,
snow,
snowfall,
quantmod,
RCurl
LazyData: TRUE
Author: Lukas Borke [aut, cre]