yuimaGUI 0.10.5 released

We released a new version of our software. Try it now! Download and quickly install it clicking here.

Sofwtare features:

  • data retrival of stock prices and economic indicators
  • time series clustering
  • change point analysis
  • lead-lag estimation
  • correlation analysis
  • univariate modeling: diffusive and fractional processes, compound poisson models, CARMA and COGARCH
  • univariate simulation of both estimated and non estimated models