Site A-Z
A site map and
an alphabetical index of the Burns Statistics website.
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
Site Map
Consulting Services
Training Courses
Software Products
Portfolio Probe description
Portfolio Probe User's Manual (pdf 990KB)
Portfolio Probe Platforms and Pricing
Download Area (restricted access)
About Burns Statistics
Presentations
Publications
Tutorials
Working Papers
Links
Public Domain Code
S Poetry
Contact Details
Finance
Random Portfolios in Finance
Technical Analysis Challenge
News of Burns Statistics
Upcoming events involving Burns Statistics
A
About Burns Statistics
Addiction to Spreadsheets
Alpha proxy
concept introduced in "Portfolio Sharpening"
(Working Papers -- 2003)
R code in
Public Domain Area
ARCH (see
GARCH )
Asset allocation (functionality of
Portfolio Probe )
Asynchronous data
(Publications)
B
Backtest trading strategy
(Working Papers -- 2006)
Base change
example suite of S functions in
S Poetry
Beta
and market neutrality
(Working Papers -- 2003)
Bootstrap
C
Change base (radix)
example suite of S functions in
S Poetry
Citeseer
(library of technical papers)
Combining p-values
(Working Papers -- 2004)
Consulting services of Burns Statistics
Contacting Burns Statistics
Continued fraction
S function in
S Poetry
corner S function
(Public domain code)
Cramer, Jim
(Working papers -- 2007)
CRAN (a part of the
R Project)
Crossvalidation
D
Dartboard portfolios
Digamma function
C and S code for real and complex numbers
S Poetry
Download area (access restricted)
E
Efficient market hypothesis (in
A Glimpse at Quantitative Finance )
Excel bugs
(spreadsheet addiction)
F
Factor model
for equities
(Publications)
estimation (functionality of
BurStFin and
available as
public domain code for R and S-PLUS )
in optimization
(Working Papers -- 2003)
Fund management
sharper
(Working Papers -- 2003)
G
GARCH
and asynchronous data
(Publications)
and Value at Risk
(Working Papers -- 2002)
multivariate estimation
(Working Papers -- 2005)
Generating random portfolios (functionality of
Portfolio Probe)
Genetic algorithms
introduction to
simple S function (in
S Poetry )
used in
Portfolio Probe
Glimpse at Quantitative Finance, A
Gloriamundi
(Value at Risk website)
Glossary
of computing and statistics terms in
S Poetry
Graph theory
example S functions (and R package) in
S Poetry
Greatest common divisor
S function in
S Poetry
Guide for the Unwilling S User, A (pdf)
H
head S function
(Public domain code)
I
IDEAS
(library of economics papers)
Inferno, The R
Integration
S function for contour integrals on the complex plane in
S Poetry
Interpolation
Lagrange
S function in
S Poetry
Investment mandate
(Working Papers -- 2004)
and random portfolios
J
Justify text
S function in
S Poetry
K
L
Lagrange interpolation
S function in
S Poetry
Links
Ljung-Box test
(Working Papers -- 2002)
M
Mad Money
(Working papers -- 2007)
Mandate, investment
(Working Papers -- 2004)
and random portfolios
Market neutral
(Working Papers -- 2003)
Min-max portfolio optimization (functionality of
Portfolio Probe)
Monte Carlo analysis of portfolios
Multivariate GARCH estimation
(Working Papers -- 2005)
N
Netlib
(repository of numerical software)
News of Burns Statistics
O
Optimization
(see
Genetic algorithms )
of portfolios
(Portfolio Probe software)
(Working Papers -- 2003)
P
P-values, combining
(Working Papers -- 2004)
Pairs trading (functionality of
Portfolio Probe)
Papers
Published
Working
partial.rainbow
R function
Performance measurement
(Working Papers -- 2004)
and random portfolios
Permutation tests
bootstrap tutorial
applied to Super Bowl theory
(Working Papers -- 2004)
S functions
(Public Domain Code)
Polygamma
C and S function for real numbers in
S Poetry
Portfolio Probe software
Portfolio
optimization
(Portfolio Probe software)
(Working Papers -- 2003)
random generation (functionality of
Portfolio Probe)
random in finance
Sharpening
(Working Paper -- 2003)
Portmanteau test
(Working Papers -- 2002)
Presentations
Products of Burns Statistics
Public domain code
Pure nonsense
Publications
Q
Quality assurance in spreadsheets
Quantitative finance
R
R Inferno, The
R language
for the Super Bowl
for Technical Analysis Challenge
links
public domain code
tutorials
(see also
S language )
R Project
Radix change
example suite of S functions in
S Poetry
Random permutation tests
(See
Permutation tests )
Random portfolio
generation (functionality of
Portfolio Probe)
in finance
performance measurement
(Working Papers -- 2004)
trading strategy evaluation
(Working Papers -- 2006)
Rank Ljung-Box test
(Working Papers -- 2002)
Rational numbers
example suite of S functions in
S Poetry
Recommendation evaluation
(Working papers -- 2007)
Register with Burns Statistics
Returns, simple versus logarithmic
(Working papers -- 2007)
Risk management
see
Value at Risk
(Working Papers -- 2002)
S
S language
introduction to
public domain code
S Poetry
S Poetry
S User, A Guide for the Unwilling (pdf)
Services of Burns Statistics
Sharpening portfolios
(Working Papers -- 2003)
Sharper fund management
(Working Papers -- 2003)
Simulated annealing
in
introduction to genetic algorithms
Simultaneous scenario analysis (functionality of
Portfolio Probe)
Software products
of Burns Statistics
Spreadsheet Addiction
SSRN (Social Sciences
Research Network)
StatLib
(statistics library)
Strategy, trading
(Working Papers -- 2006)
Super Bowl theory
(Working Papers -- 2004)
T
tail S function
(Public domain code)
Technical Analysis Challenge
explanation
R code for
Tracking error
(Working Papers -- 2004)
Trading strategy testing
(Working Papers -- 2006)
Training Courses
Tutorials
U
Unwilling S User, A Guide for the (pdf)
Upcoming events involving Burns Statistics
V
Value at Risk
Gloriamundi
website
via univariate GARCH
(Working Papers -- 2002)
Variance components
(Publications)
W
Working Papers
X
Y
Z