intradayModel

cranv0.0.1

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) <doi:10.2139/ssrn.3101695>.

License Apache License (== 2.0)0 versions1 maintainers8 deps179 weekly dl
convexfi/intradayModel
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First published · 2023-05-22 09:45:18

Last updated · 2023-05-22T07:30:02+00:00