Search Results for "financial-analytics-with-r"

Financial Analytics with R

Financial Analytics with R

  • Author: Mark J. Bennett,Dirk L. Hugen
  • Publisher: Cambridge University Press
  • ISBN: 1107150752
  • Category: Business & Economics
  • Page: 390
  • View: 6289
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Financial Analytics with R sharpens readers' skills in time-series, forecasting, portfolio selection, covariance clustering, prediction, and derivative securities.

Multivariate Time Series Analysis

Multivariate Time Series Analysis

With R and Financial Applications

  • Author: Ruey S. Tsay
  • Publisher: John Wiley & Sons
  • ISBN: 1118617754
  • Category: Mathematics
  • Page: 520
  • View: 2670
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An accessible guide to the multivariate time series toolsused in numerous real-world applications Multivariate Time Series Analysis: With R and FinancialApplications is the much anticipated sequel coming from one ofthe most influential and prominent experts on the topic of timeseries. Through a fundamental balance of theory and methodology,the book supplies readers with a comprehensible approach tofinancial econometric models and their applications to real-worldempirical research. Differing from the traditional approach to multivariate timeseries, the book focuses on reader comprehension by emphasizingstructural specification, which results in simplified parsimoniousVAR MA modeling. Multivariate Time Series Analysis: With R andFinancial Applications utilizes the freely available Rsoftware package to explore complex data and illustrate relatedcomputation and analyses. Featuring the techniques and methodologyof multivariate linear time series, stationary VAR models, VAR MAtime series and models, unitroot process, factor models, andfactor-augmented VAR models, the book includes: • Over 300 examples and exercises to reinforce thepresented content • User-friendly R subroutines and research presentedthroughout to demonstrate modern applications • Numerous datasets and subroutines to provide readerswith a deeper understanding of the material Multivariate Time Series Analysis is an ideal textbookfor graduate-level courses on time series and quantitative financeand upper-undergraduate level statistics courses in time series.The book is also an indispensable reference for researchers andpractitioners in business, finance, and econometrics.

Learning Social Media Analytics with R

Learning Social Media Analytics with R

  • Author: Raghav Bali,Dipanjan Sarkar,Tushar Sharma
  • Publisher: Packt Publishing Ltd
  • ISBN: 1787125467
  • Category: Computers
  • Page: 394
  • View: 1667
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Tap into the realm of social media and unleash the power of analytics for data-driven insights using R About This Book A practical guide written to help leverage the power of the R eco-system to extract, process, analyze, visualize and model social media data Learn about data access, retrieval, cleaning, and curation methods for data originating from various social media platforms. Visualize and analyze data from social media platforms to understand and model complex relationships using various concepts and techniques such as Sentiment Analysis, Topic Modeling, Text Summarization, Recommendation Systems, Social Network Analysis, Classification, and Clustering. Who This Book Is For It is targeted at IT professionals, Data Scientists, Analysts, Developers, Machine Learning Enthusiasts, social media marketers and anyone with a keen interest in data, analytics, and generating insights from social data. Some background experience in R would be helpful, but not necessary, since this book is written keeping in mind, that readers can have varying levels of expertise. What You Will Learn Learn how to tap into data from diverse social media platforms using the R ecosystem Use social media data to formulate and solve real-world problems Analyze user social networks and communities using concepts from graph theory and network analysis Learn to detect opinion and sentiment, extract themes, topics, and trends from unstructured noisy text data from diverse social media channels Understand the art of representing actionable insights with effective visualizations Analyze data from major social media channels such as Twitter, Facebook, Flickr, Foursquare, Github, StackExchange, and so on Learn to leverage popular R packages such as ggplot2, topicmodels, caret, e1071, tm, wordcloud, twittR, Rfacebook, dplyr, reshape2, and many more In Detail The Internet has truly become humongous, especially with the rise of various forms of social media in the last decade, which give users a platform to express themselves and also communicate and collaborate with each other. This book will help the reader to understand the current social media landscape and to learn how analytics can be leveraged to derive insights from it. This data can be analyzed to gain valuable insights into the behavior and engagement of users, organizations, businesses, and brands. It will help readers frame business problems and solve them using social data. The book will also cover several practical real-world use cases on social media using R and its advanced packages to utilize data science methodologies such as sentiment analysis, topic modeling, text summarization, recommendation systems, social network analysis, classification, and clustering. This will enable readers to learn different hands-on approaches to obtain data from diverse social media sources such as Twitter and Facebook. It will also show readers how to establish detailed workflows to process, visualize, and analyze data to transform social data into actionable insights. Style and approach This book follows a step-by-step approach with detailed strategies for understanding, extracting, analyzing, visualizing, and modeling data from several major social network platforms such as Facebook, Twitter, Foursquare, Flickr, Github, and StackExchange. The chapters cover several real-world use cases and leverage data science, machine learning, network analysis, and graph theory concepts along with the R ecosystem, including popular packages such as ggplot2, caret,dplyr, topicmodels, tm, and so on.

An Introduction to Analysis of Financial Data with R

An Introduction to Analysis of Financial Data with R

  • Author: Ruey S. Tsay
  • Publisher: John Wiley & Sons
  • ISBN: 9780470890813
  • Category: Business & Economics
  • Page: 416
  • View: 3532
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Data Analysis with R

Data Analysis with R

  • Author: Tony Fischetti
  • Publisher: Packt Publishing Ltd
  • ISBN: 1785286447
  • Category: Computers
  • Page: 388
  • View: 6228
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Load, wrangle, and analyze your data using the world's most powerful statistical programming language About This Book Load, manipulate and analyze data from different sources Gain a deeper understanding of fundamentals of applied statistics A practical guide to performing data analysis in practice Who This Book Is For Whether you are learning data analysis for the first time, or you want to deepen the understanding you already have, this book will prove to an invaluable resource. If you are looking for a book to bring you all the way through the fundamentals to the application of advanced and effective analytics methodologies, and have some prior programming experience and a mathematical background, then this is for you. What You Will Learn Navigate the R environment Describe and visualize the behavior of data and relationships between data Gain a thorough understanding of statistical reasoning and sampling Employ hypothesis tests to draw inferences from your data Learn Bayesian methods for estimating parameters Perform regression to predict continuous variables Apply powerful classification methods to predict categorical data Handle missing data gracefully using multiple imputation Identify and manage problematic data points Employ parallelization and Rcpp to scale your analyses to larger data Put best practices into effect to make your job easier and facilitate reproducibility In Detail Frequently the tool of choice for academics, R has spread deep into the private sector and can be found in the production pipelines at some of the most advanced and successful enterprises. The power and domain-specificity of R allows the user to express complex analytics easily, quickly, and succinctly. With over 7,000 user contributed packages, it's easy to find support for the latest and greatest algorithms and techniques. Starting with the basics of R and statistical reasoning, Data Analysis with R dives into advanced predictive analytics, showing how to apply those techniques to real-world data though with real-world examples. Packed with engaging problems and exercises, this book begins with a review of R and its syntax. From there, get to grips with the fundamentals of applied statistics and build on this knowledge to perform sophisticated and powerful analytics. Solve the difficulties relating to performing data analysis in practice and find solutions to working with “messy data”, large data, communicating results, and facilitating reproducibility. This book is engineered to be an invaluable resource through many stages of anyone's career as a data analyst. Style and approach Learn data analysis using engaging examples and fun exercises, and with a gentle and friendly but comprehensive "learn-by-doing" approach.

Learning Predictive Analytics with R

Learning Predictive Analytics with R

  • Author: Eric Mayor
  • Publisher: Packt Publishing Ltd
  • ISBN: 1782169369
  • Category: Computers
  • Page: 332
  • View: 9799
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Get to grips with key data visualization and predictive analytic skills using R About This Book Acquire predictive analytic skills using various tools of R Make predictions about future events by discovering valuable information from data using R Comprehensible guidelines that focus on predictive model design with real-world data Who This Book Is For If you are a statistician, chief information officer, data scientist, ML engineer, ML practitioner, quantitative analyst, and student of machine learning, this is the book for you. You should have basic knowledge of the use of R. Readers without previous experience of programming in R will also be able to use the tools in the book. What You Will Learn Customize R by installing and loading new packages Explore the structure of data using clustering algorithms Turn unstructured text into ordered data, and acquire knowledge from the data Classify your observations using Naive Bayes, k-NN, and decision trees Reduce the dimensionality of your data using principal component analysis Discover association rules using Apriori Understand how statistical distributions can help retrieve information from data using correlations, linear regression, and multilevel regression Use PMML to deploy the models generated in R In Detail R is statistical software that is used for data analysis. There are two main types of learning from data: unsupervised learning, where the structure of data is extracted automatically; and supervised learning, where a labeled part of the data is used to learn the relationship or scores in a target attribute. As important information is often hidden in a lot of data, R helps to extract that information with its many standard and cutting-edge statistical functions. This book is packed with easy-to-follow guidelines that explain the workings of the many key data mining tools of R, which are used to discover knowledge from your data. You will learn how to perform key predictive analytics tasks using R, such as train and test predictive models for classification and regression tasks, score new data sets and so on. All chapters will guide you in acquiring the skills in a practical way. Most chapters also include a theoretical introduction that will sharpen your understanding of the subject matter and invite you to go further. The book familiarizes you with the most common data mining tools of R, such as k-means, hierarchical regression, linear regression, association rules, principal component analysis, multilevel modeling, k-NN, Naive Bayes, decision trees, and text mining. It also provides a description of visualization techniques using the basic visualization tools of R as well as lattice for visualizing patterns in data organized in groups. This book is invaluable for anyone fascinated by the data mining opportunities offered by GNU R and its packages. Style and approach This is a practical book, which analyzes compelling data about life, health, and death with the help of tutorials. It offers you a useful way of interpreting the data that's specific to this book, but that can also be applied to any other data.

Marketing Data Science

Marketing Data Science

Modeling Techniques in Predictive Analytics with R and Python

  • Author: Thomas W. Miller
  • Publisher: FT Press
  • ISBN: 0133887340
  • Category: Business & Economics
  • Page: 225
  • View: 7108
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Now , a leader of Northwestern University's prestigious analytics program presents a fully-integrated treatment of both the business and academic elements of marketing applications in predictive analytics. Writing for both managers and students, Thomas W. Miller explains essential concepts, principles, and theory in the context of real-world applications. Building on Miller's pioneering program, Marketing Data Science thoroughly addresses segmentation, target marketing, brand and product positioning, new product development, choice modeling, recommender systems, pricing research, retail site selection, demand estimation, sales forecasting, customer retention, and lifetime value analysis. Starting where Miller's widely-praised Modeling Techniques in Predictive Analytics left off, he integrates crucial information and insights that were previously segregated in texts on web analytics, network science, information technology, and programming. Coverage includes: The role of analytics in delivering effective messages on the web Understanding the web by understanding its hidden structures Being recognized on the web – and watching your own competitors Visualizing networks and understanding communities within them Measuring sentiment and making recommendations Leveraging key data science methods: databases/data preparation, classical/Bayesian statistics, regression/classification, machine learning, and text analytics Six complete case studies address exceptionally relevant issues such as: separating legitimate email from spam; identifying legally-relevant information for lawsuit discovery; gleaning insights from anonymous web surfing data, and more. This text's extensive set of web and network problems draw on rich public-domain data sources; many are accompanied by solutions in Python and/or R. Marketing Data Science will be an invaluable resource for all students, faculty, and professional marketers who want to use business analytics to improve marketing performance.

Business Case Analysis with R

Business Case Analysis with R

Simulation Tutorials to Support Complex Business Decisions

  • Author: Robert D. Brown III
  • Publisher: Apress
  • ISBN: 1484234952
  • Category: Computers
  • Page: 282
  • View: 7580
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This tutorial teaches you how to use the statistical programming language R to develop a business case simulation and analysis. It presents a methodology for conducting business case analysis that minimizes decision delay by focusing stakeholders on what matters most and suggests pathways for minimizing the risk in strategic and capital allocation decisions. Business case analysis, often conducted in spreadsheets, exposes decision makers to additional risks that arise just from the use of the spreadsheet environment. R has become one of the most widely used tools for reproducible quantitative analysis, and analysts fluent in this language are in high demand. The R language, traditionally used for statistical analysis, provides a more explicit, flexible, and extensible environment than spreadsheets for conducting business case analysis. The main tutorial follows the case in which a chemical manufacturing company considers constructing a chemical reactor and production facility to bring a new compound to market. There are numerous uncertainties and risks involved, including the possibility that a competitor brings a similar product online. The company must determine the value of making the decision to move forward and where they might prioritize their attention to make a more informed and robust decision. While the example used is a chemical company, the analysis structure it presents can be applied to just about any business decision, from IT projects to new product development to commercial real estate. The supporting tutorials include the perspective of the founder of a professional service firm who wants to grow his business and a member of a strategic planning group in a biomedical device company who wants to know how much to budget in order to refine the quality of information about critical uncertainties that might affect the value of a chosen product development pathway. What You’ll Learn Set up a business case abstraction in an influence diagram to communicate the essence of the problem to other stakeholders Model the inherent uncertainties in the problem with Monte Carlo simulation using the R language Communicate the results graphically Draw appropriate insights from the results Develop creative decision strategies for thorough opportunity cost analysis Calculate the value of information on critical uncertainties between competing decision strategies to set the budget for deeper data analysis Construct appropriate information to satisfy the parameters for the Monte Carlo simulation when little or no empirical data are available Who This Book Is For Financial analysts, data practitioners, and risk/business professionals; also appropriate for graduate level finance, business, or data science students

Data Mining and Business Analytics with R

Data Mining and Business Analytics with R

  • Author: Johannes Ledolter
  • Publisher: John Wiley & Sons
  • ISBN: 1118572157
  • Category: Computers
  • Page: 368
  • View: 2295
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Collecting, analyzing, and extracting valuable information froma large amount of data requires easily accessible, robust,computational and analytical tools. Data Mining and BusinessAnalytics with R utilizes the open source software R for theanalysis, exploration, and simplification of large high-dimensionaldata sets. As a result, readers are provided with the neededguidance to model and interpret complicated data and become adeptat building powerful models for prediction and classification. Highlighting both underlying concepts and practicalcomputational skills, Data Mining and Business Analytics withR begins with coverage of standard linear regression and theimportance of parsimony in statistical modeling. The book includesimportant topics such as penalty-based variable selection (LASSO);logistic regression; regression and classification trees;clustering; principal components and partial least squares; and theanalysis of text and network data. In addition, the bookpresents: • A thorough discussion and extensive demonstration of thetheory behind the most useful data mining tools • Illustrations of how to use the outlined concepts inreal-world situations • Readily available additional data sets and related Rcode allowing readers to apply their own analyses to the discussedmaterials • Numerous exercises to help readers with computing skillsand deepen their understanding of the material Data Mining and Business Analytics with R is an excellentgraduate-level textbook for courses on data mining and businessanalytics. The book is also a valuable reference for practitionerswho collect and analyze data in the fields of finance, operationsmanagement, marketing, and the information sciences.

Financial, Macro and Micro Econometrics Using R

Financial, Macro and Micro Econometrics Using R

  • Author: Hrishikesh D. Vinod
  • Publisher: North Holland
  • ISBN: 0128202505
  • Category:
  • Page: 350
  • View: 5105
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Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics. Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society Includes descriptions and links to resources and free open source R Gives readers what they need to jumpstart their understanding on the state-of-the-art