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Financial Data Analytics with R
Monte-Carlo Validation
Taschenbuch von Jenny K. Chen
Sprache: Englisch

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Beschreibung

This book is an exploration of statistical methodologies and their applications in finance. Readers are taken on a journey in each chapter through practical explanations and examples, enabling them to develop a solid foundation of these methods in R and their applications in finance.

This book is an exploration of statistical methodologies and their applications in finance. Readers are taken on a journey in each chapter through practical explanations and examples, enabling them to develop a solid foundation of these methods in R and their applications in finance.

Über den Autor

Jenny K. Chen graduated with a Master's and Bachelor's degree in the Department of Statistics and Data Science at Cornell University. With expertise honed through academic pursuits and her current role as a quantitative product manager at Morgan Stanley, she is particularly interested in the applications of statistical modelling in finance and portfolio management. She was the youngest published author at the Joint Statistical Meetings in 2016 and has published several research papers in statistical modelling and data analytics.

Inhaltsverzeichnis

1. Introduction to R 2. Linear Regression 3. Transition from Linear to Nonlinear
Regression 4. Nonlinear Regression Modeling 5. The Logistic Regression 6. The Poisson Regression: Models for Count Data 7. Autoregressive Integrated Moving-Average Models 8. Generalized AutoRegressive Conditional Heteroskedasticity Model 9. Cointegration 10. Financial Statistical Modeling in Risk and Wealth Management Bibliography

Details
Erscheinungsjahr: 2024
Fachbereich: Allgemeines
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9781032741499
ISBN-10: 103274149X
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Chen, Jenny K.
Hersteller: Taylor & Francis Ltd
Verantwortliche Person für die EU: preigu, Ansas Meyer, Lengericher Landstr. 19, D-49078 Osnabrück, mail@preigu.de
Maße: 156 x 234 x 21 mm
Von/Mit: Jenny K. Chen
Erscheinungsdatum: 12.07.2024
Gewicht: 0,456 kg
Artikel-ID: 128733427
Über den Autor

Jenny K. Chen graduated with a Master's and Bachelor's degree in the Department of Statistics and Data Science at Cornell University. With expertise honed through academic pursuits and her current role as a quantitative product manager at Morgan Stanley, she is particularly interested in the applications of statistical modelling in finance and portfolio management. She was the youngest published author at the Joint Statistical Meetings in 2016 and has published several research papers in statistical modelling and data analytics.

Inhaltsverzeichnis

1. Introduction to R 2. Linear Regression 3. Transition from Linear to Nonlinear
Regression 4. Nonlinear Regression Modeling 5. The Logistic Regression 6. The Poisson Regression: Models for Count Data 7. Autoregressive Integrated Moving-Average Models 8. Generalized AutoRegressive Conditional Heteroskedasticity Model 9. Cointegration 10. Financial Statistical Modeling in Risk and Wealth Management Bibliography

Details
Erscheinungsjahr: 2024
Fachbereich: Allgemeines
Genre: Importe, Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9781032741499
ISBN-10: 103274149X
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Chen, Jenny K.
Hersteller: Taylor & Francis Ltd
Verantwortliche Person für die EU: preigu, Ansas Meyer, Lengericher Landstr. 19, D-49078 Osnabrück, mail@preigu.de
Maße: 156 x 234 x 21 mm
Von/Mit: Jenny K. Chen
Erscheinungsdatum: 12.07.2024
Gewicht: 0,456 kg
Artikel-ID: 128733427
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