Reproducible Finance With R

Author : Jonathan K. Regenstein, Jr.
Publisher : CRC Press
ISBN 13 : 1351052608
Total Pages : 248 pages
Book Rating : 4.03/5 ( download)

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Download or read book Reproducible Finance with R written by Jonathan K. Regenstein, Jr. and published by CRC Press. This book was released on 2018-09-24 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Jonathan K. Regenstein, Jr.
Publisher : CRC Press
ISBN 13 : 1351052616
Total Pages : 230 pages
Book Rating : 4.10/5 ( download)

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Download or read book Reproducible Finance with R written by Jonathan K. Regenstein, Jr. and published by CRC Press. This book was released on 2018-09-24 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Jonathan K. Regenstein, Jr.
Publisher : Chapman & Hall/CRC
ISBN 13 : 9781138491632
Total Pages : 0 pages
Book Rating : 4.32/5 ( download)

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Download or read book Reproducible Finance with R written by Jonathan K. Regenstein, Jr. and published by Chapman & Hall/CRC. This book was released on 2019-10 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Abhay Kumar Singh
Publisher : World Scientific Publishing Company
ISBN 13 : 9813144483
Total Pages : 264 pages
Book Rating : 4.84/5 ( download)

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Download or read book R in Finance and Economics written by Abhay Kumar Singh and published by World Scientific Publishing Company. This book was released on 2016-12-14 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the statistical software R and its application with an empirical approach in finance and economics. It is specifically targeted towards undergraduate and graduate students. It provides beginner-level introduction to R using RStudio and reproducible research examples. It will enable students to use R for data cleaning, data visualization and quantitative model building using statistical methods like linear regression, econometrics (GARCH etc), Copulas, etc. Moreover, the book demonstrates latest research methods with applications featuring linear regression, quantile regression, panel regression, econometrics, dependence modelling, etc. using a range of data sets and examples. Request Inspection Copy

Author : Christopher Gandrud
Publisher : CRC Press
ISBN 13 : 0429629591
Total Pages : 299 pages
Book Rating : 4.94/5 ( download)

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Download or read book Reproducible Research with R and RStudio written by Christopher Gandrud and published by CRC Press. This book was released on 2020-02-21 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for previous editions: "Gandrud has written a great outline of how a fully reproducible research project should look from start to finish, with brief explanations of each tool that he uses along the way... Advanced undergraduate students in mathematics, statistics, and similar fields as well as students just beginning their graduate studies would benefit the most from reading this book. Many more experienced R users or second-year graduate students might find themselves thinking, ‘I wish I’d read this book at the start of my studies, when I was first learning R!’...This book could be used as the main text for a class on reproducible research ..." (The American Statistician) Reproducible Research with R and R Studio, Third Edition brings together the skills and tools needed for doing and presenting computational research. Using straightforward examples, the book takes you through an entire reproducible research workflow. This practical workflow enables you to gather and analyze data as well as dynamically present results in print and on the web. Supplementary materials and example are available on the author’s website. New to the Third Edition Updated package recommendations, examples, URLs, and removed technologies no longer in regular use. More advanced R Markdown (and less LaTeX) in discussions of markup languages and examples. Stronger focus on reproducible working directory tools. Updated discussion of cloud storage services and persistent reproducible material citation. Added discussion of Jupyter notebooks and reproducible practices in industry. Examples of data manipulation with Tidyverse tibbles (in addition to standard data frames) and pivot_longer() and pivot_wider() functions for pivoting data. Features Incorporates the most important advances that have been developed since the editions were published Describes a complete reproducible research workflow, from data gathering to the presentation of results Shows how to automatically generate tables and figures using R Includes instructions on formatting a presentation document via markup languages Discusses cloud storage and versioning services, particularly Github Explains how to use Unix-like shell programs for working with large research projects

Author : Clifford S. Ang
Publisher : Springer Nature
ISBN 13 : 3030641554
Total Pages : 465 pages
Book Rating : 4.59/5 ( download)

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Download or read book Analyzing Financial Data and Implementing Financial Models Using R written by Clifford S. Ang and published by Springer Nature. This book was released on 2021-06-23 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This advanced undergraduate/graduate textbook teaches students in finance and economics how to use R to analyse financial data and implement financial models. It demonstrates how to take publically available data and manipulate, implement models and generate outputs typical for particular analyses. A wide spectrum of timely and practical issues in financial modelling are covered including return and risk measurement, portfolio management, option pricing and fixed income analysis. This new edition updates and expands upon the existing material providing updated examples and new chapters on equities, simulation and trading strategies, including machine learnings techniques. Select data sets are available online.

Author : Edina Berlinger
Publisher : Packt Publishing Ltd
ISBN 13 : 1783552085
Total Pages : 362 pages
Book Rating : 4.85/5 ( download)

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Download or read book Mastering R for Quantitative Finance written by Edina Berlinger and published by Packt Publishing Ltd. This book was released on 2015-03-10 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended for those who want to learn how to use R's capabilities to build models in quantitative finance at a more advanced level. If you wish to perfectly take up the rhythm of the chapters, you need to be at an intermediate level in quantitative finance and you also need to have a reasonable knowledge of R.

Author : Ruey S. Tsay
Publisher : John Wiley & Sons
ISBN 13 : 1119013461
Total Pages : 341 pages
Book Rating : 4.64/5 ( download)

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Download or read book An Introduction to Analysis of Financial Data with R written by Ruey S. Tsay and published by John Wiley & Sons. This book was released on 2014-08-21 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Michael J. Crawley
Publisher : John Wiley & Sons
ISBN 13 : 9780470515068
Total Pages : 953 pages
Book Rating : 4.66/5 ( download)

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Download or read book The R Book written by Michael J. Crawley and published by John Wiley & Sons. This book was released on 2007-06-13 with total page 953 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Kun Ren
Publisher : Packt Publishing Ltd
ISBN 13 : 1785880624
Total Pages : 576 pages
Book Rating : 4.29/5 ( download)

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Download or read book Learning R Programming written by Kun Ren and published by Packt Publishing Ltd. This book was released on 2016-10-28 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: Become an efficient data scientist with R About This Book Explore the R language from basic types and data structures to advanced topics Learn how to tackle programming problems and explore both functional and object-oriented programming techniques Learn how to address the core problems of programming in R and leverage the most popular packages for common tasks Who This Book Is For This is the perfect tutorial for anyone who is new to statistical programming and modeling. Anyone with basic programming and data processing skills can pick this book up to systematically learn the R programming language and crucial techniques. What You Will Learn Explore the basic functions in R and familiarize yourself with common data structures Work with data in R using basic functions of statistics, data mining, data visualization, root solving, and optimization Get acquainted with R's evaluation model with environments and meta-programming techniques with symbol, call, formula, and expression Get to grips with object-oriented programming in R: including the S3, S4, RC, and R6 systems Access relational databases such as SQLite and non-relational databases such as MongoDB and Redis Get to know high performance computing techniques such as parallel computing and Rcpp Use web scraping techniques to extract information Create RMarkdown, an interactive app with Shiny, DiagramR, interactive charts, ggvis, and more In Detail R is a high-level functional language and one of the must-know tools for data science and statistics. Powerful but complex, R can be challenging for beginners and those unfamiliar with its unique behaviors. Learning R Programming is the solution - an easy and practical way to learn R and develop a broad and consistent understanding of the language. Through hands-on examples you'll discover powerful R tools, and R best practices that will give you a deeper understanding of working with data. You'll get to grips with R's data structures and data processing techniques, as well as the most popular R packages to boost your productivity from the offset. Start with the basics of R, then dive deep into the programming techniques and paradigms to make your R code excel. Advance quickly to a deeper understanding of R's behavior as you learn common tasks including data analysis, databases, web scraping, high performance computing, and writing documents. By the end of the book, you'll be a confident R programmer adept at solving problems with the right techniques. Style and approach Developed to make learning easy and intuitive, this book comes packed with a wide variety of statistical and graphical techniques and a wealth of practical information for anyone looking to get started with this exciting and powerful language.