Quick info
Daniel P. Palomar has worked on 11 packages so far. In total, Daniel P. Palomar has worked with 12 other authors on those packages. Impressive teamwork!
Packages overview
Package details
| TRexSelector | T-Rex Selector Jasin Machkour , Simon Tien , Daniel P. Palomar , Michael Muma |
| fitHeavyTail | Mean and Covariance Matrix Estimation under Heavy Tails Daniel P. Palomar , Rui Zhou , Xiwen Wang , Frédéric Pascal , Esa Ollila |
| highOrderPortfolios | Design of High-Order Portfolios Including Skewness and Kurtosis Daniel P. Palomar , Rui Zhou , Xiwen Wang |
| imputeFin | Imputation of Financial Time Series with Missing Values and/or Outliers Daniel P. Palomar , Junyan Liu , Rui Zhou |
| intradayModel | Modeling and Forecasting Financial Intraday Signals Shengjie Xiu , Yifan Yu , Daniel P. Palomar |
| portfolioBacktest | Automated Backtesting of Portfolios over Multiple Datasets |
| riskParityPortfolio | Design of Risk Parity Portfolios Ze Vinicius , Daniel P. Palomar |
| sparseEigen | Computation of Sparse Eigenvectors of a Matrix Konstantinos Benidis , Daniel P. Palomar |
| sparseIndexTracking | Design of Portfolio of Stocks to Track an Index Konstantinos Benidis , Daniel P. Palomar |
| spectralGraphTopology | Learning Graphs from Data via Spectral Constraints Ze Vinicius , Daniel P. Palomar |
| tlars | The T-LARS Algorithm Jasin Machkour , Simon Tien , Daniel P. Palomar , Michael Muma |