Objective
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 critical aspect of any scientific programming language is its ecosystem, that is, the collection of libraries which implement common scientific functionality. In Julia, these take the form of packages. Packages are contributed by the user community and hosted in an online repository. They can be conveniently installed from within the language itself, similar to R and its CRAN network. Currently there are more than 1000 packages listed.
The aim of the project proposed here is to build a Financial Econometrics package for Julia, as this functionality is presently absent. This package would become part of the official repository, and hopefully become the standard way of doing financial econometrics in Julia. Like Julia itself, the results of the project would be available under an open source license, an important aspect of open science. Open source software, via R and Python, has already made inroads into scientific computing, but financial econometrics is still a stronghold of commercial closed-source products like Matlab. This project will offer researchers in the field an alternative.
Fields of science (EuroSciVoc)
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
- social sciences economics and business economics econometrics
- natural sciences computer and information sciences software
- natural sciences computer and information sciences data science big data
- natural sciences computer and information sciences computational science
- natural sciences biological sciences ecology ecosystems
You need to log in or register to use this function
We are sorry... an unexpected error occurred during execution.
You need to be authenticated. Your session might have expired.
Thank you for your feedback. You will soon receive an email to confirm the submission. If you have selected to be notified about the reporting status, you will also be contacted when the reporting status will change.
Programme(s)
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
-
H2020-EU.1.3. - EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions
MAIN PROGRAMME
See all projects funded under this programme -
H2020-EU.1.3.2. - Nurturing excellence by means of cross-border and cross-sector mobility
See all projects funded under this programme
Topic(s)
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Funding Scheme
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
MSCA-IF-EF-ST - Standard EF
See all projects funded under this funding scheme
Call for proposal
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
(opens in new window) H2020-MSCA-IF-2016
See all projects funded under this callCoordinator
Net EU financial contribution. The sum of money that the participant receives, deducted by the EU contribution to its linked third party. It considers the distribution of the EU financial contribution between direct beneficiaries of the project and other types of participants, like third-party participants.
8006 Zurich
Switzerland
The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.