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Quantitative Financial Risk Management (QFRM) Package Written by CoFES students

2017-02-23T15:16:59+00:00 June 24th, 2016|News, QFRM|

Quantitative Financial Risk Management (QFRM) is an R (and Python) package that was developed by CoFES students who took the QFRM course, taught by Oleg Melnikov, a PhD student at Rice University's Department of Statistics. This GPL-licensed package, intended for educational and analytical purposes, [...]

Rice Statistics Students at the 2016 R/Finance Conference

2016-06-30T22:41:43+00:00 June 23rd, 2016|Awards, Conferences, News|

Rice Statistics student Matthew Ginley won a best paper award at the 2016 R/Finance conference. The submitted paper, "Simulation of Leveraged ETF Volatility Using Nonparametric Density Estimation", was originally published in the Journal of Mathematical Finance in November, 2015. Matthew's talk included a summary of the methods proposed in the paper, a demonstration of the [...]