FinancialAnalyticswithRBuildingaLaptopLaboratoryforDataScienceAreyouinnatelycuriousaboutdynamicallyinter-operatingfinancialmarkets?Sincethecrisisof2008,thereisaneedforprofessionalswithmoreunderstandingaboutstatisticsanddataanalysis,whocandiscussthevariousriskmetrics,particularlythoseinvolvingextremeevents.Byprovidingaresourcefortrainingstudentsandprofessionalsinbasicandsophis-ticatedanalytics,thisbookmeetsthatneed.Itoffersboththeintuitionandbasicvocabularyasasteptowardthefinancial,statistical,andalgorithmicknowledgerequiredtoresolvetheindustryproblems,anditdepictsasystematicwayofdevelopinganalyticalprogramsforfinanceinthestatisticallanguageR.Buildahands-onlaboratoryandrunmanysimulations.Exploretheanalyticalfringesofinvestmentsandriskmanagement.BennettandHugenhelpprofit-seekinginvestorsanddatasciencestudentssharpentheirskillsinmanyareas,includingtime-series,forecasting,portfolioselection,covari-anceclustering,prediction,andderivativesecurities.MarkJ.BennettisaseniordatascientistwithamajorinvestmentbankandalecturerintheUniversityofChicago’sMaster’sprograminAnalytics.Hehasheldsoftwareposi-tionsatArgonneNationalLaboratory,UnisysCorporation,AT&TBellLaboratories,NorthropGrumman,andXRTradingSecurities.DirkL.HugenisagraduatestudentintheDepartmentofStatisticsandActuarialScienceattheUniversityofIowa.Hepreviouslyworkedasasignalprocessingengineer.06:21:40,subjecttotheCambridgeCoretermsofuse,availableat06:21:40,subjecttotheCambridgeCoretermsofuse,availableatFinancialAnalyticswithRBuildingaLaptopLaboratoryforDataScienceMARKJ.BENNETTUniversityofChicagoDIRKL.HUGENUniversityofIowa06:21:40,subjecttotheCambridgeCoretermsofuse,availableatUniversityPrintingHouse,CambridgeCB28BS,UnitedKingdomCambridgeUniversityPressispartoftheUniversityofCambridge.ItfurtherstheUniversity’smissionbydisseminatingknowledgeinthepursuitofeducation,learning,andresearchatthehighestinternationallevelsofexcellence.www.cambridge.orgInformationonthistitle:www.cambridge.org/9781107150751©MarkJ.BennettandDirkL...
