Option is a one of the financial derivatives and its pricing is an important problem in practice. The process of stock prices are represented as Geometric Brownian motion [Black (1973) <doi:10.1086/260062>] or jump diffusion processes [Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>]. In this package, algorithms and visualizations are implemented by Monte Carlo method in order to calculate European option price for three equations by Geometric Brownian motion and jump diffusion processes and furthermore a model that presents jumps among companies affect each other.

Customized R Markdown templates for authoring articles
    for Journal of Data Science.

Provides a fast and scalable joint estimator for integrating additional knowledge in learning multiple related sparse Gaussian Graphical Models (JEEK). The JEEK algorithm can be used to fast estimate multiple related precision matrices in a large-scale. For instance, it can identify multiple gene networks from multi-context gene expression datasets. By performing data-driven network inference from high-dimensional and heterogeneous data sets, this tool can help users effectively translate aggregated data into knowledge that take the form of graphs among entities. Please run demo(jeek) to learn the basic functions provided by this package. For further details, please read the original paper: Beilun Wang, Arshdeep Sekhon, Yanjun Qi "A Fast and Scalable Joint Estimator for Integrating Additional Knowledge in Learning Multiple Related Sparse Gaussian Graphical Models" (ICML 2018) <arXiv:1806.00548>.

Fast extrapolation of univariate and multivariate time features using K-Nearest Neighbors. The compact set of hyper-parameters is tuned via grid or random search.

Manage project dependencies from your DESCRIPTION file. Create a reproducible virtual environment with minimal additional files in your project. Provides tools to add, remove, and update dependencies as well as install existing dependencies with a single function.

On Affymetrix gene expression microarrays, a single gene may be measured by multiple probe sets. This can present a mild conundrum when attempting to evaluate a gene "signature" that is defined by gene names rather than by specific probe sets. This package provides a one-to-one mapping from gene to "best" probe set for four Affymetrix human gene expression microarrays: hgu95av2, hgu133a, hgu133plus2, and u133x3p. This package also includes the pre-calculated probe set quality scores that were used to define the mapping.