Rui Zhou
Author of 4 CRAN packages
Four packages in the books! Rui Zhou is on a roll and showing no signs of slowing down. With 5 collaborators, Rui Zhou and Daniel P. Palomar, Esa Ollila, Xiwen Wang, Frédéric Pascal and Junyan Liu brought the energy of a six-person team to the project. It was an adventure!
4 Packages
- fitHeavyTailMean and Covariance Matrix Estimation under Heavy Tails
- highOrderPortfoliosDesign of High-Order Portfolios Including Skewness and Kurtosis
- imputeFinImputation of Financial Time Series with Missing Values and/or Outliers
- portfolioBacktestAutomated Backtesting of Portfolios over Multiple Datasets