tag:crantastic.org,2005:/authors/6126Latest activity for Andreas Recktenwald2018-11-18T10:22:14Zcrantastic.orgtag:crantastic.org,2005:TimelineEvent/818362018-11-18T10:22:14Z2018-11-18T10:22:14Zpinbasic was upgraded to version 1.2.2<a href="/packages/pinbasic">pinbasic</a> was <span class="action">upgraded</span> to version <a href="/packages/pinbasic/versions/77862">1.2.2</a><br /><h3>Package description:</h3><p>Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) <DOI:10.1111/1540-6261.00493> are implemented. Since the basic model developed by Easley et al. (1996) <DOI:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to equating the intensity of uninformed buys and sells, functions can also be applied to this simpler model structure, if needed. State-of-the-art factorization of the model likelihood function as well as most recent algorithms for generating initial values for optimization routines are implemented. In total, two likelihood factorizations and three methodologies for starting values are included. Furthermore, functions for simulating datasets of daily aggregated buys and sells, calculating confidence intervals for the probability of informed trading and posterior probabilities of trading days' conditions are available.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/787772018-08-19T22:22:15Z2018-08-19T22:22:15Zpinbasic was upgraded to version 1.2.1<a href="/packages/pinbasic">pinbasic</a> was <span class="action">upgraded</span> to version <a href="/packages/pinbasic/versions/75123">1.2.1</a><br /><h3>Package description:</h3><p>Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) <DOI:10.1111/1540-6261.00493> are implemented. Since the basic model developed by Easley et al. (1996) <DOI:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to equating the intensity of uninformed buys and sells, functions can also be applied to this simpler model structure, if needed. State-of-the-art factorization of the model likelihood function as well as most recent algorithms for generating initial values for optimization routines are implemented. In total, two likelihood factorizations and three methodologies for starting values are included. Furthermore, functions for simulating datasets of daily aggregated buys and sells, calculating confidence intervals for the probability of informed trading and posterior probabilities of trading days' conditions are available.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/697392017-12-21T00:01:45Z2017-12-21T00:01:45Zpinbasic was upgraded to version 1.2.0<a href="/packages/pinbasic">pinbasic</a> was <span class="action">upgraded</span> to version <a href="/packages/pinbasic/versions/66646">1.2.0</a><br /><h3>Package description:</h3><p>Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) <DOI:10.1111/1540-6261.00493> are implemented. Since the basic model developed by Easley et al. (1996) <DOI:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to equating the intensity of uninformed buys and sells, functions can also be applied to this simpler model structure, if needed. State-of-the-art factorization of the model likelihood function as well as most recent algorithms for generating initial values for optimization routines are implemented. In total, two likelihood factorizations and three methodologies for starting values are included. Furthermore, functions for simulating datasets of daily aggregated buys and sells, calculating confidence intervals for the probability of informed trading and posterior probabilities of trading days' conditions are available.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/600542017-03-13T18:10:32Z2017-03-13T18:10:32Zpinbasic was upgraded to version 1.1.0<a href="/packages/pinbasic">pinbasic</a> was <span class="action">upgraded</span> to version <a href="/packages/pinbasic/versions/57489">1.1.0</a><br /><h3>Package description:</h3><p>Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) <DOI:10.1111/1540-6261.00493> are implemented. Since the basic model developed by Easley et al. (1996) <DOI:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to equating the intensity of uninformed buys and sells, functions can also be applied to this simpler model structure, if needed. State-of-the-art factorization of the model likelihood function as well as most recent algorithms for generating initial values for optimization routines are implemented. In total, two likelihood factorizations and three methodologies for starting values are included. Furthermore, functions for simulating datasets of daily aggregated buys and sells, calculating confidence intervals for the probability of informed trading and posterior probabilities of trading days' conditions are available.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/584852017-01-12T00:21:17Z2017-01-12T00:21:17Zpinbasic was upgraded to version 1.0.1<a href="/packages/pinbasic">pinbasic</a> was <span class="action">upgraded</span> to version <a href="/packages/pinbasic/versions/56007">1.0.1</a><br /><h3>Package description:</h3><p>Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) <DOI:10.1111/1540-6261.00493> are implemented. Since the basic model developed by Easley et al. (1996) <DOI:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to equating the intensity of uninformed buys and sells, functions can also be applied to this simpler model structure, if needed. State-of-the-art factorization of the model likelihood function as well as most recent algorithms for generating initial values for optimization routines are implemented. In total, two likelihood factorizations and three methodologies for starting values are included. Furthermore, functions for simulating datasets of daily aggregated buys and sells, calculating confidence intervals for the probability of informed trading and posterior probabilities of trading days' conditions are available.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/582052017-01-09T16:47:48Z2017-01-09T16:47:48Zpinbasic was upgraded to version 1.0.0<a href="/packages/pinbasic">pinbasic</a> was <span class="action">upgraded</span> to version <a href="/packages/pinbasic/versions/55727">1.0.0</a><br /><h3>Package description:</h3><p>Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) <DOI:10.1111/1540-6261.00493> are implemented. Since the basic model developed by Easley et al. (1996) <DOI:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to equating the intensity of uninformed buys and sells, functions can also be applied to this simpler model structure, if needed. State-of-the-art factorization of the model likelihood function as well as most recent algorithms for generating initial values for optimization routines are implemented. In total, two likelihood factorizations and three methodologies for starting values are included. Furthermore, functions for simulating datasets of daily aggregated buys and sells, calculating confidence intervals for the probability of informed trading and posterior probabilities of trading days' conditions are available.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/573402016-12-02T22:21:28Z2016-12-02T22:21:28Zpinbasic was upgraded to version 0.2.0<a href="/packages/pinbasic">pinbasic</a> was <span class="action">upgraded</span> to version <a href="/packages/pinbasic/versions/54891">0.2.0</a><br /><h3>Package description:</h3><p>Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) <DOI:10.1111/1540-6261.00493> are implemented. Since the basic model developed by Easley et al. (1996) <DOI:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to equating the intensity of uninformed buys and sells, functionalities can also be applied to this simpler model structure, if needed.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/562292016-10-26T15:15:13Z2016-10-26T15:15:13Zcrantastic_production tagged pinbasic with Finance<a href="/users/146">crantastic_production</a> <span class="action">tagged</span> <a href="/packages/pinbasic">pinbasic</a> with <a href="/task_views/Finance">Finance</a>crantastic_productiontag:crantastic.org,2005:TimelineEvent/561502016-10-24T23:01:29Z2016-10-24T23:01:29Zpinbasic was released<a href="/packages/pinbasic">pinbasic</a> was <span class="action">released</span><br /><h3>Package description:</h3><p>Utilities for fast and stable estimation of the probability of informed trading (PIN) in the model introduced by Easley et al. (2002) <DOI:10.1111/1540-6261.00493> are implemented. Since the basic model developed by Easley et al. (1996) <DOI:10.1111/j.1540-6261.1996.tb04074.x> is nested in the former due to equating the intensity of uninformed buys and sells, functions can also be applied to this simpler model structure, if needed. State-of-the-art factorization of the model likelihood function as well as most recent algorithms for generating initial values for optimization routines are implemented. In total, two likelihood factorizations and three methodologies for starting values are included. Furthermore, functions for simulating datasets of daily aggregated buys and sells, calculating confidence intervals for the probability of informed trading and posterior probabilities of trading days' conditions are available.</p>crantastic.org