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Hands-On Data Analysis in R for Finance de Jean-Francois Collard

Hands-On Data Analysis in R for Finance

Autor Jean-Francois Collard
en Limba Engleză Hardback – 16 noi 2022
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
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Specificații

ISBN-13: 9781032340975
ISBN-10: 1032340975
Pagini: 414
Ilustrații: 9 Tables, black and white; 55 Line drawings, color; 74 Line drawings, black and white; 12 Halftones, color; 67 Illustrations, color; 74 Illustrations, black and white
Dimensiuni: 156 x 234 x 26 mm
Greutate: 0.92 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC

Cuprins

1. Your Working Environment  2. Reading Data in R  3. Financial Data  4. Introduction to R  5. Functions  6. Data Transformation  7. Merging Data Sets  8. Graphing Using Ggplot  9. Returns and Returns-based Statistics  10. Portfolios  11. Modeling Returns and Simulations  12. Linear and Polynomial Regression  13. Fixed Income  14. Principal Component Analysis  15. Options  16. Value at Risk  17. Time Series Analysis  18. Machine Learning  19. Presenting the Results of Your Analyses  20. Appendix: Main Packages Seen in this Book

Notă biografică

Jean-Francois Collard holds a PhD in Computer Science from the University of Paris and a Habilitation from the University of Versailles, France. He was a scientist at the National Center for Scientific Research (CNRS) in Versailles then at HP Labs in Palo Alto, California, and an engineer at Intel in Santa Clara, California. He then had various quantitative roles at Citigroup, Santander and currently in the Investment Consulting Group of New York Life Investment Management. He is also an Adjunct Associate Professor at Baruch College in New York, USA.

Descriere

The textbook is an introduction to data science/data analysis applied to finance, using R and its most recent and freely available extension libraries. The target audience are undergrad data science, finance and graduate students, and practitioners or professionals who need a desk reference.