What is learnfin?

learnfin is the abbreviation of Statistical Learning in Financial Decision Making working paper and the name of the R package creating for the analyses used in the paper. Basically it helps to measure how successful different data mining algorithms can capture option pricing errors.

Main purpose of the R package is to provide reproducibility and increase the credibility of the academic work described in the research paper. This way, readers can use the same data sets used in the paper, reproduce the experiments and extend the work easily if they are interested in new ideas.

Usability is one of the prominent properties of the learnfin package. Next sections describe the installation and use of the package step-by-step. All you need is an R client (version 3.3.1 or later). After 5 minutes of setup, you will be able to use it yourself!

Next step will walk you through the installation of the required components.