Book
Financial analytics with R: building a laptop laboratory for data science
Cambridge University Press
2016
DOI: 10.1017/CBO9781316584460
Abstract
Are you innately curious about dynamically inter-operating financial markets? Since the crisis of 2008, there is a need for professionals with more understanding about statistics and data analysis, who can discuss the various risk metrics, particularly those involving extreme events. By providing a resource for training students and professionals in basic and sophisticated analytics, this book meets that need. It offers both the intuition and basic vocabulary as a step towards the financial, statistical, and algorithmic knowledge required to resolve the industry problems, and it depicts a systematic way of developing analytical programs for finance in the statistical language R. Build a hands-on laboratory and run many simulations. Explore the analytical fringes of investments and risk management. Bennett and Hugen help profit-seeking investors and data science students sharpen their skills in many areas, including time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.
Details
- Title: Subtitle
- Financial analytics with R: building a laptop laboratory for data science
- Creators
- Mark J Bennett - University of Iowa, Business AnalyticsDirk L Hugen - University of Iowa, Business Analytics
- Resource Type
- Book
- DOI
- 10.1017/CBO9781316584460
- ISBN
- 9781107150751; 1107150752
- eISBN
- 1316584461; 9781316584460
- Publisher
- Cambridge University Press; Cambridge
- Number of pages
- 397 pages
- Language
- English
- Date published
- 2016
- Academic Unit
- Business Analytics
- Record Identifier
- 9984001898802771
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