Bucksum - financial derivative metadata processing using R statistics, RDF, OWL, SPARQL
We perform quantitative analysis on complex financial datasets, including historical time series of derivatives and commodities prices.
- We focus on interactive aggregation of derivative pricing scenarios, using non-gaussian distributions, indexed by semantic technology (RDF, OWL, SPARQL).
- We use and develop the Appdapter open source technology platform.
- We also use the R open source statistical computing framework.
- We offer training and consulting, in partnership with Texpedient Solutions.
Please contact us for a brief email consult at: "info AT bucksum DOT com".