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


  • 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.

Suggested Citation

  • Ciprian Alexandru & Nicoleta Caragea & Ana - Maria Dobre, 2014. "R-evolution in Time Series Analysis Software Applied on R-omanian Capital Market," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 2(1), pages 28-34, June.
  • Handle: RePEc:ntu:ntcmss:vol2-iss1-14-028

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    References listed on IDEAS

    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.
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