Financial Analytics with R: Building a Laptop Laboratory for Data Science (Hardcover)

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.

你對金融市場的動態互操作性有天生的好奇心嗎？自2008年的金融危機以來，需要更多對統計和數據分析有更深入理解的專業人士，他們能夠討論各種風險指標，特別是涉及極端事件的指標。這本書提供了一個培訓學生和專業人士基礎和高級分析的資源，以滿足這種需求。它提供了金融、統計和算法知識所需的直覺和基本詞彙，並描述了在統計語言R中開發金融分析程序的系統方法。建立一個實踐實驗室並運行多個模擬。探索投資和風險管理的分析邊界。Bennett和Hugen幫助尋求利潤的投資者和數據科學學生在許多領域提高他們的技能，包括時間序列、預測、投資組合選擇、協方差聚類、預測和衍生證券。