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Hands-On Data Analysis in R for Finance

Author : Jean-Francois Collard

Publisher : CRC Press

Page : 414 pages

File Size : 22,2 MB

Release : 2022-11-16

Category : Business & Economics

ISBN : 1000787311

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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



An Introduction to Analysis of Financial Data with R

Author : Ruey S. Tsay

Publisher : John Wiley & Sons

Page : 388 pages

File Size : 40,59 MB

Release : 2014-08-21

Category : Business & Economics

ISBN : 1119013461

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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.



Hands-On Exploratory Data Analysis with R

Author : Radhika Datar

Publisher : Packt Publishing Ltd

Page : 254 pages

File Size : 47,35 MB

Release : 2019-05-31

Category : Computers

ISBN : 1789802083

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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.



Financial Analytics with R

Author : Mark J. Bennett

Publisher : Cambridge University Press

Page : 397 pages

File Size : 22,59 MB

Release : 2016-10-06

Category : Business & Economics

ISBN : 1107150752

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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.



Statistics and Data Analysis for Financial Engineering

Author : David Ruppert

Publisher : Springer

Page : 736 pages

File Size : 19,8 MB

Release : 2015-04-21

Category : Business & Economics

ISBN : 1493926144

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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.



An Introduction to Data Analysis in R

Author : Alfonso Zamora Saiz

Publisher : Springer Nature

Page : 289 pages

File Size : 43,81 MB

Release : 2020-07-27

Category : Computers

ISBN : 3030489973

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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.



Reproducible Finance with R

Author : Jonathan K. Regenstein, Jr.

Publisher : CRC Press

Page : 248 pages

File Size : 18,12 MB

Release : 2018-09-24

Category : Mathematics

ISBN : 1351052608

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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.



Hands-On Data Analysis with Pandas

Author : Stefanie Molin

Publisher : Packt Publishing Ltd

Page : 702 pages

File Size : 18,52 MB

Release : 2019-07-26

Category : Computers

ISBN : 1789612802

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Book Description

Get to grips with pandas—a versatile and high-performance Python library for data manipulation, analysis, and discovery Key FeaturesPerform efficient data analysis and manipulation tasks using pandasApply pandas to different real-world domains using step-by-step demonstrationsGet accustomed to using pandas as an effective data exploration toolBook Description Data analysis has become a necessary skill in a variety of positions where knowing how to work with data and extract insights can generate significant value. Hands-On Data Analysis with Pandas will show you how to analyze your data, get started with machine learning, and work effectively with Python libraries often used for data science, such as pandas, NumPy, matplotlib, seaborn, and scikit-learn. Using real-world datasets, you will learn how to use the powerful pandas library to perform data wrangling to reshape, clean, and aggregate your data. Then, you will learn how to conduct exploratory data analysis by calculating summary statistics and visualizing the data to find patterns. In the concluding chapters, you will explore some applications of anomaly detection, regression, clustering, and classification, using scikit-learn, to make predictions based on past data. By the end of this book, you will be equipped with the skills you need to use pandas to ensure the veracity of your data, visualize it for effective decision-making, and reliably reproduce analyses across multiple datasets. What you will learnUnderstand how data analysts and scientists gather and analyze dataPerform data analysis and data wrangling in PythonCombine, group, and aggregate data from multiple sourcesCreate data visualizations with pandas, matplotlib, and seabornApply machine learning (ML) algorithms to identify patterns and make predictionsUse Python data science libraries to analyze real-world datasetsUse pandas to solve common data representation and analysis problemsBuild Python scripts, modules, and packages for reusable analysis codeWho this book is for This book is for data analysts, data science beginners, and Python developers who want to explore each stage of data analysis and scientific computing using a wide range of datasets. You will also find this book useful if you are a data scientist who is looking to implement pandas in machine learning. Working knowledge of Python programming language will be beneficial.



Computational Finance and Financial Econometrics

Author : Eric Zivot

Publisher : CRC Press

Page : 500 pages

File Size : 37,66 MB

Release : 2017-01-15

Category :

ISBN : 9781498775779

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Book Description

This book presents mathematical, programming and statistical tools used in the real world analysis and modeling of financial data. The tools are used to model asset returns, measure risk, and construct optimized portfolios using the open source R programming language and Microsoft Excel. The author explains how to build probability models for asset returns, to apply statistical techniques to evaluate if asset returns are normally distributed, to use Monte Carlo simulation and bootstrapping techniques to evaluate statistical models, and to use optimization methods to construct efficient portfolios.



The R Book

Author : Michael J. Crawley

Publisher : John Wiley & Sons

Page : 953 pages

File Size : 29,37 MB

Release : 2007-06-13

Category : Mathematics

ISBN : 9780470515068

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Book Description

The high-level language of R is recognized as one of the mostpowerful and flexible statistical software environments, and israpidly becoming the standard setting for quantitative analysis,statistics and graphics. R provides free access to unrivalledcoverage and cutting-edge applications, enabling the user to applynumerous statistical methods ranging from simple regression to timeseries or multivariate analysis. Building on the success of the author’s bestsellingStatistics: An Introduction using R, The R Book ispacked with worked examples, providing an all inclusive guide to R,ideal for novice and more accomplished users alike. The bookassumes no background in statistics or computing and introduces theadvantages of the R environment, detailing its applications in awide range of disciplines. Provides the first comprehensive reference manual for the Rlanguage, including practical guidance and full coverage of thegraphics facilities. Introduces all the statistical models covered by R, beginningwith simple classical tests such as chi-square and t-test. Proceeds to examine more advance methods, from regression andanalysis of variance, through to generalized linear models,generalized mixed models, time series, spatial statistics,multivariate statistics and much more. The R Book is aimed at undergraduates, postgraduates andprofessionals in science, engineering and medicine. It is alsoideal for students and professionals in statistics, economics,geography and the social sciences.