 | | 系統號碼 | 928350 | | 書刊名 | Tidy finance with R / | | 主要著者 | Scheuch, Christoph, author. | | 其他著者 | Voigt, Stefan (College teacher),;Weiss, Patrick, | | 出版項 | Boca Raton : CRC Press, Taylor & Francis Group, 2023.;Boca Raton : CRC Press, Taylor & Francis Group, ©2023 | | 索書號 | HG106.S344 2023 | | ISBN | 9781032389332 | | 標題 | Finance-Computer programs.
R (Computer program language)
Finance-Econometric models.
Finance-Mathematical models.
Finance-Computer programs.-fast-(OCoLC)fst00924366 | | 叢書名 | Chapman & Hall/CRC the R series;Chapman & Hall/CRC the R series (CRC Press) | | | |
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| | 資料類型 | 狀態 | 應還日期 | 預約人數 | 館藏地 | 索書號 | 條碼號 | | 找書 | 圖書 | 在架上 | | 0 | 總館
西文圖書區  | HG106 .S344 2023 | W115024 |
| 內容簡介 | "This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with R, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using the tidyverse family of R packages. We then provide the code to prepare common open source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these data in all the subsequent chapters, which we keep as self-contained as possible. The empirical applications range from key concepts of empirical asset pricing (beta estimation, portfolio sorts, performance analysis, Fama-French factors) to modeling and machine learning applications (fixed effects estimation, clustering standard errors, difference-in-difference estimators, ridge regression, Lasso, Elastic net, random forests, neural networks) and portfolio optimization techniques"-- |
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