Puriney / gsoc-r-2017-bayes-finance

R project in Google Summer of Code 2017 -- Bayesian Hierarchical Models in Finance (Student Application)

Introduction

This is the repository for full track of Yun's activities in the project of Google Summer of Code (GSoC) 2017: Bayesian Hierarchical Models in Finance (see project introduction here).

Milestone

(reverse chronological order)

Submit final proposal. See full proposal webpage here

Attempts to pass the project test. See solution webpage here

Run

Solution and proposal

Documents are at first written in R markdown. Their source files can be found in sol folder.