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Top Questions
16
votes
class in R: S3 vs S4
class
r
s4
asked Jun 23 '11 at 7:37
stackoverflow.com
14
votes
Can the concept of entropy be applied to financial time series?
time-series
asked Apr 1 '11 at 2:04
quant.stackexchange.com
12
votes
Usage of HMM in quantitative finance. Examples of HMM that works to detect trend / turning points?
r
time-series
finance
hmm
asked Oct 19 '10 at 10:04
stats.stackexchange.com
12
votes
How to create coloured tables with Sweave and xtable?
r
reproducible-research
sweave
asked Mar 7 '11 at 11:15
stats.stackexchange.com
11
votes
portfolio optimisation with VaR (or CVaR) constraints
portfolio-management
optimization
var
asked Aug 10 '12 at 4:56
quant.stackexchange.com
10
votes
pdftk compression option
compression
pdftk
asked Mar 14 '11 at 9:16
stackoverflow.com
10
votes
Graph theory — analysis and visualization
r
data-visualization
graph-theory
asked Jan 11 '11 at 4:57
stats.stackexchange.com
10
votes
What is the difference between Kalman filter and moving average?
kalman-filter
asked Oct 4 '11 at 7:27
stats.stackexchange.com
9
votes
R package and execution time
r
compilation
package
interpreter
asked Jan 21 '11 at 11:34
stackoverflow.com
9
votes
is there a way to call R functions from C# and retrieve the result in C#
c#
r
asked Apr 7 '11 at 5:33
stackoverflow.com
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Top Answers
12
list of masked functions in R
stackoverflow.com
8
Resources for learning about spurious time series regression
stats.stackexchange.com
7
How does pair trading work?
quant.stackexchange.com
7
Library to solve optimization problems
quant.stackexchange.com
6
Returning multiple objects in an R function
stackoverflow.com
6
Maximizing probability of winning on loaded coin
stats.stackexchange.com
6
How are correlation and cointegration related?
quant.stackexchange.com
5
Stacked bar plot
stats.stackexchange.com
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