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Kris Boudt
https://www.github.com/null
Author or maintainer of the following packages:
DEoptim
Implements the differential evolution algorithm for global optimization of a real-valued function of...
GAS
Simulate, estimate and forecast using univariate and multivariate GAS models.
highfrequency
Provide functionality to manage, clean and match highfrequency trades and quotes data, calculate var...
MSGARCH
The MSGARCH package offers methods to fit (by Maximum Likelihood or Bayesian), simulate, and forecas...
PerformanceAnalytics
Collection of econometric functions for
performance and risk analysis. This package aims to a...
PortfolioAnalytics
Portfolio optimization and analysis routines and graphics.
Impact Percentile
96
Number of Packages
6
Package Downloads
41,006
Citations
2
Top Collaborators
David Ardia
Leopoldo Catania
Brian Peterson
Joshua Ulrich
Katharine Mullen
