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https://github.com/simonsays1980/bayespin
An R package for Bayesian estimation of the probability of informed trading.
https://github.com/simonsays1980/bayespin
bayesian finite-mixture-models market-microstructure pin
Last synced: 13 days ago
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An R package for Bayesian estimation of the probability of informed trading.
- Host: GitHub
- URL: https://github.com/simonsays1980/bayespin
- Owner: simonsays1980
- Created: 2021-08-01T16:01:00.000Z (over 3 years ago)
- Default Branch: master
- Last Pushed: 2021-11-22T09:53:55.000Z (about 3 years ago)
- Last Synced: 2024-12-05T17:43:46.480Z (22 days ago)
- Topics: bayesian, finite-mixture-models, market-microstructure, pin
- Language: R
- Homepage:
- Size: 3.92 MB
- Stars: 2
- Watchers: 2
- Forks: 2
- Open Issues: 0