# Sources

## Python Package Index

- openlabs_payment_gateway_beanstream 3.0.1.2
*1 hour 15 sec*old - nanodb_driver 0.0.1
*1 hour 12 min*old - jsonchecker 0.3
*1 hour 14 min*old

## CPAN Uploads

- Acme-Math-XS-0.0.9
*2 hours 40 min*old - Alt-Acme-Math-XS-ModuleInstall-0.0.5
*2 hours 43 min*old - Alt-Acme-Math-XS-ModuleBuild-0.0.4
*2 hours 47 min*old

## Quant Questions:

- Two correlated time series - driver and follower
*13 hours 15 min*old - What packages are out there to extract trading signals from time series data
*14 hours 23 min*old - Aren't Technical Indicators calculated on Adjusted Close Price?
*16 hours 43 min*old

## arXiv: q-fin

- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options. (arXiv:1412.6063v1 [cs.CE])
*2 days 6 hours*old - Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method. (arXiv:1412.6064v1 [cs.CE])
*2 days 6 hours*old - Exact and Approximate Hidden Markov Chain Filters Based on Discrete Observations. (arXiv:1411.0849v2 [math.PR] UPDATED)
*2 days 6 hours*old

## Power-Quant Recommendations: