Hands-On Data Analysis in R for Finance

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A01=Jean-Francois Collard
advanced financial data analysis
Apple's Stock
Author_Jean-Francois Collard
Category=KCH
Category=KF
Category=PBT
Code Chunk
Coupon Bond
Csv Files
Curly Braces
Data analysis
Data Frame
Data science
Data Sets
Dividend Yield
ECDF
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Finance
financial econometrics
Follow
Hold
JSON Format
Kolmogorov Smirnov Test
Machine learning
Markdown
Monthly Returns
PC1
portfolio optimization
Prevailing Interest Rates
quantitative finance
R
Ratio Return
regression techniques
risk assessment methods
Risk Free Rate
statistical modeling
Stock Split
Str
Time Series
Time series analysis
Treasury Constant Maturity Rates
TSMC
Wo

Product details

  • ISBN 9781032340975
  • Weight: 920g
  • Dimensions: 156 x 234mm
  • Publication Date: 16 Nov 2022
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
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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

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.

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