Quick info
Rui Zhou has worked on 4 packages so far. In total, Rui Zhou has worked with 5 other authors on those packages. A true team player!
Packages overview
Package details
| 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 |
| portfolioBacktest | Automated Backtesting of Portfolios over Multiple Datasets |