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Author: Jean-Francois Collard
Publisher: CRC Press
ISBN: 1000787370
Category : Business & Economics
Languages : en
Pages : 436
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Book Description
The subject of this textbook is to act as an introduction to data science / data analysis applied to finance, using R and its most recent and freely available extension libraries. The targeted academic level is undergrad students with a major in data science and/or finance and graduate students, and of course practitioners or professionals who need a desk reference. Assumes no prior knowledge of R The content has been tested in actual university classes Makes the reader proficient in advanced methods such as machine learning, time series analysis, principal component analysis and more Gives comprehensive and detailed explanations on how to use the most recent and free resources, such as financial and statistics libraries or open database on the internet
Author: Jean-Francois Collard
Publisher: CRC Press
ISBN: 1000787370
Category : Business & Economics
Languages : en
Pages : 436
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Book Description
The subject of this textbook is to act as an introduction to data science / data analysis applied to finance, using R and its most recent and freely available extension libraries. The targeted academic level is undergrad students with a major in data science and/or finance and graduate students, and of course practitioners or professionals who need a desk reference. Assumes no prior knowledge of R The content has been tested in actual university classes Makes the reader proficient in advanced methods such as machine learning, time series analysis, principal component analysis and more Gives comprehensive and detailed explanations on how to use the most recent and free resources, such as financial and statistics libraries or open database on the internet
Author: Ruey S. Tsay
Publisher: John Wiley & Sons
ISBN: 1119013461
Category : Business & Economics
Languages : en
Pages : 388
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Book Description
A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The author supplies a hands-on introduction to the analysis of financial data using the freely available R software package and case studies to illustrate actual implementations of the discussed methods. The book begins with the basics of financial data, discussing their summary statistics and related visualization methods. Subsequent chapters explore basic time series analysis and simple econometric models for business, finance, and economics as well as related topics including: Linear time series analysis, with coverage of exponential smoothing for forecasting and methods for model comparison Different approaches to calculating asset volatility and various volatility models High-frequency financial data and simple models for price changes, trading intensity, and realized volatility Quantitative methods for risk management, including value at risk and conditional value at risk Econometric and statistical methods for risk assessment based on extreme value theory and quantile regression Throughout the book, the visual nature of the topic is showcased through graphical representations in R, and two detailed case studies demonstrate the relevance of statistics in finance. A related website features additional data sets and R scripts so readers can create their own simulations and test their comprehension of the presented techniques. An Introduction to Analysis of Financial Data with R is an excellent book for introductory courses on time series and business statistics at the upper-undergraduate and graduate level. The book is also an excellent resource for researchers and practitioners in the fields of business, finance, and economics who would like to enhance their understanding of financial data and today's financial markets.
Author: Alfonso Zamora Saiz
Publisher: Springer Nature
ISBN: 3030489973
Category : Computers
Languages : en
Pages : 289
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Book Description
This textbook offers an easy-to-follow, practical guide to modern data analysis using the programming language R. The chapters cover topics such as the fundamentals of programming in R, data collection and preprocessing, including web scraping, data visualization, and statistical methods, including multivariate analysis, and feature exercises at the end of each section. The text requires only basic statistics skills, as it strikes a balance between statistical and mathematical understanding and implementation in R, with a special emphasis on reproducible examples and real-world applications. This textbook is primarily intended for undergraduate students of mathematics, statistics, physics, economics, finance and business who are pursuing a career in data analytics. It will be equally valuable for master students of data science and industry professionals who want to conduct data analyses.
Author: Radhika Datar
Publisher: Packt Publishing Ltd
ISBN: 1789802083
Category : Computers
Languages : en
Pages : 254
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Book Description
Learn exploratory data analysis concepts using powerful R packages to enhance your R data analysis skills Key FeaturesSpeed up your data analysis projects using powerful R packages and techniquesCreate multiple hands-on data analysis projects using real-world dataDiscover and practice graphical exploratory analysis techniques across domainsBook Description Hands-On Exploratory Data Analysis with R will help you build not just a foundation but also expertise in the elementary ways to analyze data. You will learn how to understand your data and summarize its main characteristics. You'll also uncover the structure of your data, and you'll learn graphical and numerical techniques using the R language. This book covers the entire exploratory data analysis (EDA) process—data collection, generating statistics, distribution, and invalidating the hypothesis. As you progress through the book, you will learn how to set up a data analysis environment with tools such as ggplot2, knitr, and R Markdown, using tools such as DOE Scatter Plot and SML2010 for multifactor, optimization, and regression data problems. By the end of this book, you will be able to successfully carry out a preliminary investigation on any dataset, identify hidden insights, and present your results in a business context. What you will learnLearn powerful R techniques to speed up your data analysis projectsImport, clean, and explore data using powerful R packagesPractice graphical exploratory analysis techniquesCreate informative data analysis reports using ggplot2Identify and clean missing and erroneous dataExplore data analysis techniques to analyze multi-factor datasetsWho this book is for Hands-On Exploratory Data Analysis with R is for data enthusiasts who want to build a strong foundation for data analysis. If you are a data analyst, data engineer, software engineer, or product manager, this book will sharpen your skills in the complete workflow of exploratory data analysis.
Author: Mark J. Bennett
Publisher: Cambridge University Press
ISBN: 1107150752
Category : Business & Economics
Languages : en
Pages : 397
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Book Description
Financial Analytics with R sharpens readers' skills in time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.
Author: Yves J. Hilpisch
Publisher: "O'Reilly Media, Inc."
ISBN: 1492024295
Category : Computers
Languages : en
Pages : 682
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Book Description
The financial industry has recently adopted Python at a tremendous rate, with some of the largest investment banks and hedge funds using it to build core trading and risk management systems. Updated for Python 3, the second edition of this hands-on book helps you get started with the language, guiding developers and quantitative analysts through Python libraries and tools for building financial applications and interactive financial analytics. Using practical examples throughout the book, author Yves Hilpisch also shows you how to develop a full-fledged framework for Monte Carlo simulation-based derivatives and risk analytics, based on a large, realistic case study. Much of the book uses interactive IPython Notebooks.
Author: David Ruppert
Publisher: Springer
ISBN: 1493926144
Category : Business & Economics
Languages : en
Pages : 736
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Book Description
The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial engineering. In doing so, it illustrates concepts using financial markets and economic data, R Labs with real-data exercises, and graphical and analytic methods for modeling and diagnosing modeling errors. These methods are critical because financial engineers now have access to enormous quantities of data. To make use of this data, the powerful methods in this book for working with quantitative information, particularly about volatility and risks, are essential. Strengths of this fully-revised edition include major additions to the R code and the advanced topics covered. Individual chapters cover, among other topics, multivariate distributions, copulas, Bayesian computations, risk management, and cointegration. Suggested prerequisites are basic knowledge of statistics and probability, matrices and linear algebra, and calculus. There is an appendix on probability, statistics and linear algebra. Practicing financial engineers will also find this book of interest.
Author: Jonathan K. Regenstein, Jr.
Publisher: CRC Press
ISBN: 1351052608
Category : Mathematics
Languages : en
Pages : 248
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Book Description
Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny applications. The full source code, asset price data and live Shiny applications are available at reproduciblefinance.com. The ideal reader works in finance or wants to work in finance and has a desire to learn R code and Shiny through simple, yet practical real-world examples. The book begins with the first step in data science: importing and wrangling data, which in the investment context means importing asset prices, converting to returns, and constructing a portfolio. The next section covers risk and tackles descriptive statistics such as standard deviation, skewness, kurtosis, and their rolling histories. The third section focuses on portfolio theory, analyzing the Sharpe Ratio, CAPM, and Fama French models. The book concludes with applications for finding individual asset contribution to risk and for running Monte Carlo simulations. For each of these tasks, the three major coding paradigms are explored and the work is wrapped into interactive Shiny dashboards.
Author: Gergely Daroczi
Publisher: Packt Publishing Ltd
ISBN: 1783982039
Category : Computers
Languages : en
Pages : 397
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Book Description
Gain sharp insights into your data and solve real-world data science problems with R—from data munging to modeling and visualization About This Book Handle your data with precision and care for optimal business intelligence Restructure and transform your data to inform decision-making Packed with practical advice and tips to help you get to grips with data mining Who This Book Is For If you are a data scientist or R developer who wants to explore and optimize your use of R's advanced features and tools, this is the book for you. A basic knowledge of R is required, along with an understanding of database logic. What You Will Learn Connect to and load data from R's range of powerful databases Successfully fetch and parse structured and unstructured data Transform and restructure your data with efficient R packages Define and build complex statistical models with glm Develop and train machine learning algorithms Visualize social networks and graph data Deploy supervised and unsupervised classification algorithms Discover how to visualize spatial data with R In Detail R is an essential language for sharp and successful data analysis. Its numerous features and ease of use make it a powerful way of mining, managing, and interpreting large sets of data. In a world where understanding big data has become key, by mastering R you will be able to deal with your data effectively and efficiently. This book will give you the guidance you need to build and develop your knowledge and expertise. Bridging the gap between theory and practice, this book will help you to understand and use data for a competitive advantage. Beginning with taking you through essential data mining and management tasks such as munging, fetching, cleaning, and restructuring, the book then explores different model designs and the core components of effective analysis. You will then discover how to optimize your use of machine learning algorithms for classification and recommendation systems beside the traditional and more recent statistical methods. Style and approach Covering the essential tasks and skills within data science, Mastering Data Analysis provides you with solutions to the challenges of data science. Each section gives you a theoretical overview before demonstrating how to put the theory to work with real-world use cases and hands-on examples.
Author: Rami Krispin
Publisher: Packt Publishing Ltd
ISBN: 1788624041
Category : Computers
Languages : en
Pages : 438
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Book Description
Build efficient forecasting models using traditional time series models and machine learning algorithms. Key FeaturesPerform time series analysis and forecasting using R packages such as Forecast and h2oDevelop models and find patterns to create visualizations using the TSstudio and plotly packagesMaster statistics and implement time-series methods using examples mentionedBook Description Time series analysis is the art of extracting meaningful insights from, and revealing patterns in, time series data using statistical and data visualization approaches. These insights and patterns can then be utilized to explore past events and forecast future values in the series. This book explores the basics of time series analysis with R and lays the foundations you need to build forecasting models. You will learn how to preprocess raw time series data and clean and manipulate data with packages such as stats, lubridate, xts, and zoo. You will analyze data and extract meaningful information from it using both descriptive statistics and rich data visualization tools in R such as the TSstudio, plotly, and ggplot2 packages. The later section of the book delves into traditional forecasting models such as time series linear regression, exponential smoothing (Holt, Holt-Winter, and more) and Auto-Regressive Integrated Moving Average (ARIMA) models with the stats and forecast packages. You'll also cover advanced time series regression models with machine learning algorithms such as Random Forest and Gradient Boosting Machine using the h2o package. By the end of this book, you will have the skills needed to explore your data, identify patterns, and build a forecasting model using various traditional and machine learning methods. What you will learnVisualize time series data and derive better insightsExplore auto-correlation and master statistical techniquesUse time series analysis tools from the stats, TSstudio, and forecast packagesExplore and identify seasonal and correlation patternsWork with different time series formats in RExplore time series models such as ARIMA, Holt-Winters, and moreEvaluate high-performance forecasting solutionsWho this book is for Hands-On Time Series Analysis with R is ideal for data analysts, data scientists, and all R developers who are looking to perform time series analysis to predict outcomes effectively. A basic knowledge of statistics is required; some knowledge in R is expected, but not mandatory.
