GitHub API based QuantNet Mining infrastructure in R
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References listed on IDEAS
- Brock, Guy & Pihur, Vasyl & Datta, Susmita & Datta, Somnath, 2008. "clValid: An R Package for Cluster Validation," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 25(i04).
- Charrad, Malika & Ghazzali, Nadia & Boiteau, Véronique & Niknafs, Azam, 2014. "NbClust: An R Package for Determining the Relevant Number of Clusters in a Data Set," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 61(i06).
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- Petra Burdejová & Wolfgang K. Härdle, 2019.
"Dynamic semi-parametric factor model for functional expectiles,"
Computational Statistics, Springer, vol. 34(2), pages 489-502, June.
- Burdejová, Petra & Härdle, Wolfgang Karl, 2017. "Dynamic semi-parametric factor model for functional expectiles," SFB 649 Discussion Papers 2017-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- repec:hum:wpaper:sfb649dp2017-027 is not listed on IDEAS
- Marius Lux & Wolfgang Karl Härdle & Stefan Lessmann, 2020.
"Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid,"
Computational Statistics, Springer, vol. 35(3), pages 947-981, September.
- Lux, Marius & Härdle, Wolfgang Karl & Lessmann, Stefan, 2018. "Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid," IRTG 1792 Discussion Papers 2018-001, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Alona Zharova & Wolfgang K. Härdle & Stefan Lessmann, 2017. "Is Scientific Performance a Function of Funds?," SFB 649 Discussion Papers SFB649DP2017-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Adamyan, Larisa & Efimov, Kirill & Spokoiny, Vladimir, 2019. "Adaptive Nonparametric Community Detection," IRTG 1792 Discussion Papers 2019-006, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Li, Yingxing & Härdle, Wolfgang Karl & Huang, Chen, 2017. "Smooth principal component analysis for high dimensional data," SFB 649 Discussion Papers 2017-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020. "An AI approach to measuring financial risk," Papers 2009.13222, arXiv.org.
- repec:hum:wpaper:sfb649dp2017-024 is not listed on IDEAS
- Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2017. "Is scientific performance a function of funds?," SFB 649 Discussion Papers 2017-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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More about this item
Keywords
Code Search; Software Repositories; Text Mining; Information Retrieval; Smart Data; YAML; GitHub Search API; Google Analytics; Web Metrics; LSA; GVSM; Cluster Validation; Validation Pipeline;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2017-03-12 (Computational Economics)
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