Statistical Analysis of Financial Data: With Examples In RКНИГИ » ОС И БД
Название: Statistical Analysis of Financial data: With Examples In R (Chapman & Hall/CRC Texts in Statistical Science) Автор: James Gentle Издательство: CRC Press Год: 2020 Формат: true pdf/epub Страниц: 664 Размер: 21.3 Mb Язык: English
Statistical Analysis of Financial Data covers the use of statistical analysis and the methods of data science to model and analyze financial data. The first chapter is an overview of financial markets, describing the market operations and using exploratory data analysis to illustrate the nature of financial data. The software used to obtain the data for the examples in the first chapter and for all computations and to produce the graphs is R. However discussion of R is deferred to an appendix to the first chapter, where the basics of R, especially those most relevant in financial applications, are presented and illustrated. The appendix also describes how to use R to obtain current financial data from the internet. Chapter 2 describes the methods of exploratory data analysis, especially graphical methods, and illustrates them on real financial data. Chapter 3 covers probability distributions useful in financial analysis, especially heavy-tailed distributions, and describes methods of computer simulation of financial data. Chapter 4 covers basic methods of statistical inference, especially the use of linear models in analysis, and Chapter 5 describes methods of time series with special emphasis on models and methods applicable to analysis of financial data. Features * Covers statistical methods for analyzing models appropriate for financial data, especially models with outliers or heavy-tailed distributions. * Describes both the basics of R and advanced techniques useful in financial data analysis. * Driven by real, current financial data, not just stale data deposited on some static website. * Includes a large number of exercises, many requiring the use of open-source software to acquire real financial data from the internet and to analyze it.
Spatio-Temporal Statistics with R Название: Spatio-Temporal Statistics with R (Chapman & Hall/CRC The R Series) Автор: Christopher K. Wikle, Andrew Zammit-Mangion, Noel Cressie...
Statistical Analysis of Microbiome Data with R Название: Statistical Analysis of Microbiome Data with R Автор: Yinglin Xia, Jun Sun Издательство: Springer Год: 2018 Язык: английский Формат: pdf...
Exploratory Data Analysis with R Название: Exploratory Data Analysis with R Автор: Roger D. Peng Издательство: Leanpub Год: 2015 Страниц: 125 Формат: True PDF Размер: 10 Mb Язык:...