IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to save this article

R-evolution in Time Series Analysis Software Applied on R-omanian Capital Market

Listed author(s):
  • Ciprian Alexandru

    ()

    (Ecological University of Bucharest - Faculty of Economics, Bucuresti 061341 Romania)

  • Nicoleta Caragea

    ()

    (Ecological University of Bucharest - Faculty of Economics, Bucuresti 061341 Romania)

  • Ana - Maria Dobre

    ()

    (National Institute of Statistics Bucharest, Bucuresti 050706 Romania)

Worldwide and during the last decade, R has developed in a balanced way and nowadays it represents the most powerful tool for computational statistics, data science and visualization. Millions of data scientists use R to face their most challenging problems in topics ranging from economics to engineering and genetics. In this study, R was used to compute data on stock market prices in order to build trading models and to estimate the evolution of the quantitative financial market. These models were already applied on the international capital markets. In Romania, the quantitative modeling of capital market is available only for clients of trading brokers because the time series data are collected for the commercial purpose; in that circumstance, the statistical computing tools meet the inertia to change. This paper aims to expose a small part of the capability of R to use mix-and-match models and cutting-edge methods in statistics and quantitative modeling in order to build an alternative way to analyze capital market in Romania over the commercial threshold.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://cmss.univnt.ro/wp-content/uploads/vol/split/vol_II_issue_1/CMSS_vol_II_issue_1_art.003.pdf
File Function: First version, 2014
Download Restriction: no

Article provided by "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences in its journal Computational Methods in Social Sciences (CMSS).

Volume (Year): 2 (2014)
Issue (Month): 1 (June)
Pages: 28-34

as
in new window

Handle: RePEc:ntu:ntcmss:vol2-iss1-14-028
Contact details of provider: Phone: +040.21.330.90.32
Fax: +040.21.330.86.08
Web page: http://www.univnt.ro/
Email:


More information through EDIRC

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

as
in new window


  1. Antoniade-Ciprian ALEXANDRU & Nicoleta CARAGEA & Ana-Maria DOBRE, 2013. "Innovative methods to analyze the stock market in Romania. Studying the volatility of the Romanian stock market with the ARCH and GARCH models using the “R” software," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(11(588)), pages 83-100, November.
  2. repec:agr:journl:v:11(588):y:2013:i:11(588):p:83-100 is not listed on IDEAS
  3. Caragea, Nicoleta & Alexandru, Ciprian Antoniade & Dobre, Ana Maria, 2012. "Bringing New Opportunities to Develop Statistical Software and Data Analysis Tools in Romania," MPRA Paper 48772, University Library of Munich, Germany.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:ntu:ntcmss:vol2-iss1-14-028. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stefan Ciucu)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.