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Multivariate Time Series Models: VAR, SVAR and SVEC
R package for solving cone constrained convex optimization problems.
Multiple criteria risk parity optimization with respect to higher moments
Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.
Literal Programming for R packages
R package for Bitcoin API RPC-JSON