intradayModel
Modeling and Forecasting Financial Intraday Signals
Models, analyzes, and forecasts financial intraday signals. This package currently supports a univariate state-space model for intraday trading volume provided by Chen (2016)
- GitHub
- https://www.danielppalomar.com
- https://dx.doi.org/10.2139/ssrn.3101695
- File a bug report
- intradayModel results
- intradayModel.pdf
- Version0.0.1
- R version≥ 2.10
- LicenseApache License (== 2.0)
- Needs compilation?No
- intradayModel citation info
- Last release05/22/2023
Documentation
Team
Daniel P. Palomar
Shengjie Xiu
Show author detailsRolesAuthorYifan Yu
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- Depends1 package
- Imports8 packages
- Suggests6 packages