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. Rui Zhou and 5 others—Daniel P. Palomar, Esa Ollila, Xiwen Wang, Frédéric Pascal and Junyan Liu—teamed up to tackle the challenge. A party of six, ready to conquer the code!
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