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Books > Business & Economics > Economics > Econometrics > Economic statistics
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Tidy Finance with R (Paperback)
Loot Price: R1,887
Discovery Miles 18 870
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Tidy Finance with R (Paperback)
Series: Chapman & Hall/CRC The R Series
Expected to ship within 9 - 17 working days
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Self-contained chapters on the most important applications and
methodologies in finance, which can easily be used for the
reader’s research or as a reference for courses on empirical
finance. Each chapter is reproducible in the sense that the reader
can replicate every single figure, table, or number by simply
copy-pasting the code we provide. A full-fledged introduction to
machine learning with tidymodels based on tidy principles to show
how factor selection and option pricing can benefit from Machine
Learning methods. Chapter 2 on accessing & managing financial
data shows how to retrieve and prepare the most important datasets
in the field of financial economics: CRSP and Compustat. The
chapter also contains detailed explanations of the most important
data characteristics. Each chapter provides exercises that are
based on established lectures and exercise classes and which are
designed to help students to dig deeper. The exercises can be used
for self-studying or as source of inspiration for teaching
exercises.
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