CORDIS Project
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This project aims to develop a Financial Econometrics package for the Julia programming language, enhancing its capabilities for numerical computing. By providing open-source tools for financial analysis, it seeks to offer an alternative to commercial software, promoting accessibility in scientific research.
Julia is a new programming language started at MIT, with a strong focus on numerical computing.
Its key advantage compared to languages like R and Python is that Julia is (just in time) compiled, rather than interpreted.
As a consequence, Julia effectively combines the convenience of these high level languages with the speed of compiled low level languages such as C++ or Fortran.
Speed of execution is critical in many applications, including but not limited to those involving big data.
One criti…
UNIVERSITAT ZURICH
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