Financial analytics with R : building a laptop laboratory for data science. [elektronicky zdroj]
| Autor: | Bennett, Mark J. (Mark Joseph), 1959-, author |
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| Další autoři: |
Hugen, Dirk L., author
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| Jazyk: | angličtina |
| Informace o vydání: | Cambridge : Cambridge University Press, 2016. |
| Předmět: | |
| Druh dokumentu: | Online; Non-fiction; Electronic document |
| Abstrakt: | Summary: 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. |
| Databáze: | Vybrané kolekce e-knih |
| Externí odkaz: |
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