CAStoolsBazaar is a collection of software tools for actuaries around the world who are looking for a little more fun while doing their work.
Event studies in several statistical packages
Software to perform event studies in several statistical packages, such as SAS, Stata and R.
A simple ICA model for UK non life insurance
QRMlib provides a library of methods to investigate Quantitative Risk Management, including Market Risk, Credit Risk and Operational Risk, as developed in the book "Quantitative Risk Management: Concepts, Techniques and Tools".
For software developers in domains involving statistical analysis, the "R + Java = Inf" project analyses and enhances the interoperability between the R and Java programming languages. The deliverables are source code, documentation and benchmarks.
SIPES (Security Incident Pollicy Enforcement System) aims to provide an automated e-mail,XML and PKI based system for automated security policy enforcement based on statefull risk assesment and open exchange formats.
The Vyper Dynamic Server framework is a pure-java library for use in the creation of backend / server platforms. VDS is specifically tailored for financial applications, and suited for many high-throughput, asynchronous and distributed environments.
This is an R model designed to test and improve the accuracy of statistical computation, including: Summarization of the sensitivity of linear and non-linear models (lm, glm, mle, nls) to measurement and numerical error.
this project receives economy data from data source and analyses these data using clasical method
DynaMo (Dynamic Models) is a package for simulation, estimation, inference, regularization and prediction of time series models, with a special focus on the families of models used in Financial Econometrics.
MGARCH is a software library for R-Project to simulate and estimate various MGARCH processes. This project also provides convenience tools for preparing data, summarizing and visualizing results, prediction and documentation.
MostR provide a web user interface to the R statistical language. The database is designed to manage research groups and group projects. The core program is really simple in order to allow to simply write plug-in for the desired R package or script.
Octopus is a web-based financial management software