Financial analytics with R: building a laptop laboratory for data science (Record no. 205490)

000 -LEADER
fixed length control field 02355cam a2200205 i 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 160819s2016 enk b 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781107150751
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.0285513
Item number B3F4
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Bennett, Mark J.
9 (RLIN) 339120
245 10 - TITLE STATEMENT
Title Financial analytics with R: building a laptop laboratory for data science
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Cambridge
Name of publisher, distributor, etc Cambridge University Press
Date of publication, distribution, etc 2016
300 ## - PHYSICAL DESCRIPTION
Extent xvi, 377 p.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Table of Contents:

1. Analytical thinking

2. The R language for statistical computing

3. Financial statistics

4. Financial securities

5. Dataset analytics and risk measurement

6. Time series analysis

7. The Sharpe ratio

8. Markowitz mean-variance optimization

9. Cluster analysis

10. Gauging the market sentiment

11. Simulating trading strategies

12. Data mining using fundamentals

13. Prediction using fundamentals

14. Binomial model for options

15. Black-Scholes model and option implied volatility

520 ## - SUMMARY, ETC.
Summary, etc 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.

https://www.goodreads.com/book/show/30462860-financial-analytics-with-r?from_search=true
630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE
Uniform title R Computer Program Language
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance - Mathematical Models - Data Processing
9 (RLIN) 339121
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance - Databases
9 (RLIN) 339122
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Hugen, Dirk L.
9 (RLIN) 339124
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Permanent location Current location Shelving location Date acquired Source of acquisition Cost, normal purchase price Item location Total Checkouts Total Renewals Full call number Barcode Date last seen Date last borrowed Cost, replacement price Koha item type
          Non-fiction Vikram Sarabhai Library Vikram Sarabhai Library   2017-01-17 12 3170.89 Slot 611 (0 Floor, West Wing) 5 1 332.0285513 B3F4 193646 2019-04-29 2019-04-26 3963.62 Books

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