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 social scienceseconomics and businesseconomicseconometricsnatural sciencescomputer and information sciencessoftwarenatural sciencescomputer and information sciencesdata sciencebig datanatural sciencescomputer and information sciencescomputational sciencenatural sciencesbiological sciencesecologyecosystems Programme(s) H2020-EU.1.3. - EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions Main Programme H2020-EU.1.3.2. - Nurturing excellence by means of cross-border and cross-sector mobility Topic(s) MSCA-IF-2016 - Individual Fellowships Call for proposal H2020-MSCA-IF-2016 See other projects for this call Funding Scheme MSCA-IF-EF-ST - Standard EF Coordinator UNIVERSITAT ZURICH Net EU contribution € 187 419,60 Address RAMISTRASSE 71 8006 Zurich Switzerland See on map Region Schweiz/Suisse/Svizzera Zürich Zürich Activity type Higher or Secondary Education Establishments Links Contact the organisation Opens in new window Website Opens in new window Participation in EU R&I programmes Opens in new window HORIZON collaboration network Opens in new window Total cost € 187 419,60
