yuimaGUI 1.1.0 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
  • Finance: Profit&Loss distribution of portfolios composed by options and the underlying asset