Jean-Charles Croix, Thierry Moudiki, Fr�d�ric Planchet, Wassim
Youssef
Presents a "Scenarios" class containing
general parameters, risk parameters and projection results.
Risk parameters are gathered together into a ParamsScenarios
sub-object. The general process for using this package is to
set all needed parameters in a Scenarios object, use the
customPathsGeneration method to proceed to the projection, then
use xxx_PriceDistribution() methods to get asset prices.

Toolkit for the simulation of financial assets and interest
rates models.
Jean-Charles Croix, Thierry Moudiki, Frederic Planchet, Wassim Youssef
Toolkit for Monte Carlo simulations of financial assets and
interest rates models, involved in an Economic Scenario Generator (ESG).
The underlying simulation loops have been implemented in C++.
CDVine, ggplot2, gridExtra, reshape2, ycinterextra

A toolkit for Monte Carlo Simulations in Finance, Economics, Insurance, Physics. Multiple simulation models can be created by combining building blocks provided in the package.
'RcppExports.R' 'fwdrates.R' 'plots.R' 'simulations.R'
'tests.R' 'tools.R'

Ensemble of Subset of K-Nearest Neighbours Classifiers for
Classification and Class Membership Probability Estimation
Asma Gul, Aris Perperoglou, Zardad Khan, Osama Mahmoud, Werner Adler, Miftahuddin Miftahuddin, and Berthold Lausen
Functions for classification and group membership probability estimation are given.
The issue of non-informative features in the data is addressed by utilizing the ensemble method.
A few optimal models are selected in the ensemble from an initially large set of base k-nearest neighbours (KNN) models, generated on subset of features from the training data.
A two stage assessment  is applied in selection of optimal models for the ensemble in the training function.
The prediction functions for classification and class membership probability estimation returns class outcomes and class membership probability estimates for the test data.
The package includes measure of classification error and brier score, for classification and probability estimation tasks respectively.