Tidy Finance With R
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Tidy Finance With Python
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Author : Christoph Scheuch
language : en
Publisher: CRC Press
Release Date : 2024-07-12
Tidy Finance With Python written by Christoph Scheuch and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-12 with Mathematics categories.
This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using pandas, numpy, and plotnine. Code is provided 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. Key Features: Self-contained chapters on the most important applications and methodologies in finance, which can easily be used for the reader’s research or as a reference for courses on empirical finance. Each chapter is reproducible in the sense that the reader can replicate every single figure, table, or number by simply copying and pasting the code we provide. A full-fledged introduction to machine learning with scikit-learn based on tidy principles to show how factor selection and option pricing can benefit from Machine Learning methods. We show how to retrieve and prepare the most important datasets financial economics: CRSP and Compustat, including detailed explanations of the most relevant data characteristics. Each chapter provides exercises based on established lectures and classes which are designed to help students to dig deeper. The exercises can be used for self-studying or as a source of inspiration for teaching exercises.
Tidy Finance With R
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Author : Christoph Scheuch
language : en
Publisher: CRC Press
Release Date : 2023-04-05
Tidy Finance With R written by Christoph Scheuch and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-04-05 with Business & Economics categories.
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. Highlights 1. Self-contained chapters on the most important applications and methodologies in finance, which can easily be used for the reader’s research or as a reference for courses on empirical finance. 2. Each chapter is reproducible in the sense that the reader can replicate every single figure, table, or number by simply copy-pasting the code we provide. 3. A full-fledged introduction to machine learning with tidymodels based on tidy principles to show how factor selection and option pricing can benefit from Machine Learning methods. 4. Chapter 2 on accessing and managing financial data shows how to retrieve and prepare the most important datasets in the field of financial economics: CRSP and Compustat. The chapter also contains detailed explanations of the most relevant data characteristics. 5. Each chapter provides exercises that are based on established lectures and exercise classes and which are designed to help students to dig deeper. The exercises can be used for self-studying or as a source of inspiration for teaching exercises.
Tidy Finance With Python
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Author : Christoph Scheuch
language : en
Publisher: CRC Press, Taylor & Francis Group, CRC Press is
Release Date : 2024
Tidy Finance With Python written by Christoph Scheuch and has been published by CRC Press, Taylor & Francis Group, CRC Press is this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024 with Business & Economics categories.
This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using pandas, numpy, and plotnine. Code is provided 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. Key Features: Self-contained chapters on the most important applications and methodologies in finance, which can easily be used for the reader's research or as a reference for courses on empirical finance. Each chapter is reproducible in the sense that the reader can replicate every single figure, table, or number by simply copying and pasting the code we provide. A full-fledged introduction to machine learning with scikit-learn based on tidy principles to show how factor selection and option pricing can benefit from Machine Learning methods. We show how to retrieve and prepare the most important datasets financial economics: CRSP and Compustat, including detailed explanations of the most relevant data characteristics. Each chapter provides exercises based on established lectures and classes which are designed to help students to dig deeper. The exercises can be used for self-studying or as a source of inspiration for teaching exercises.
Text Mining With R
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Author : Julia Silge
language : en
Publisher: "O'Reilly Media, Inc."
Release Date : 2017-06-12
Text Mining With R written by Julia Silge and has been published by "O'Reilly Media, Inc." this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-06-12 with Computers categories.
Much of the data available today is unstructured and text-heavy, making it challenging for analysts to apply their usual data wrangling and visualization tools. With this practical book, you’ll explore text-mining techniques with tidytext, a package that authors Julia Silge and David Robinson developed using the tidy principles behind R packages like ggraph and dplyr. You’ll learn how tidytext and other tidy tools in R can make text analysis easier and more effective. The authors demonstrate how treating text as data frames enables you to manipulate, summarize, and visualize characteristics of text. You’ll also learn how to integrate natural language processing (NLP) into effective workflows. Practical code examples and data explorations will help you generate real insights from literature, news, and social media. Learn how to apply the tidy text format to NLP Use sentiment analysis to mine the emotional content of text Identify a document’s most important terms with frequency measurements Explore relationships and connections between words with the ggraph and widyr packages Convert back and forth between R’s tidy and non-tidy text formats Use topic modeling to classify document collections into natural groups Examine case studies that compare Twitter archives, dig into NASA metadata, and analyze thousands of Usenet messages
Reproducible Finance With R
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Author : Jonathan K. Regenstein, Jr.
language : en
Publisher: CRC Press
Release Date : 2018-09-24
Reproducible Finance With R written by Jonathan K. Regenstein, Jr. and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-24 with Mathematics categories.
Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny applications. The full source code, asset price data and live Shiny applications are available at reproduciblefinance.com. The ideal reader works in finance or wants to work in finance and has a desire to learn R code and Shiny through simple, yet practical real-world examples. The book begins with the first step in data science: importing and wrangling data, which in the investment context means importing asset prices, converting to returns, and constructing a portfolio. The next section covers risk and tackles descriptive statistics such as standard deviation, skewness, kurtosis, and their rolling histories. The third section focuses on portfolio theory, analyzing the Sharpe Ratio, CAPM, and Fama French models. The book concludes with applications for finding individual asset contribution to risk and for running Monte Carlo simulations. For each of these tasks, the three major coding paradigms are explored and the work is wrapped into interactive Shiny dashboards.
Copula Additive Distributional Regression Using R
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Author : Giampiero Marra
language : en
Publisher: CRC Press
Release Date : 2025-06-24
Copula Additive Distributional Regression Using R written by Giampiero Marra and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-06-24 with Mathematics categories.
Copula additive distributional regression enables the joint modeling of multiple outcomes, an essential aspect of many real-world research problems. This book provides an accessible overview of this modeling approach, with a particular focus on its implementation in the GJRM R package, developed by the authors. The emphasis is on bivariate responses with empirical illustrations drawn from diverse fields such as health and medicine, epidemiology, economics and social sciences. Key Features: Provides a comprehensive overview of joint regression modeling for multiple outcomes, with a focus on bivariate responses Offers a practical approach with real-world examples from various fields Demonstrates the implementation of all the discussed models using the GJRM package in R Includes supplementary resources such as data accessible through the GJRM.data package in R and additional code available on the authors' webpages This book is designed for graduate students, researchers, practitioners and analysts who are interested in using copula additive distributional regression for the joint modeling of bivariate outcomes. The methodology is accessible to readers with a basic understanding of core statistics and probability, regression, copula modeling and R.
Statistical Inference Via Data Science
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Author : Chester Ismay
language : en
Publisher: CRC Press
Release Date : 2025-05-02
Statistical Inference Via Data Science written by Chester Ismay and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-05-02 with Mathematics categories.
Statistical Inference via Data Science: A ModernDive into R and the Tidyverse, Second Edition offers a comprehensive guide to learning statistical inference with data science tools widely used in industry, academia, and government. The first part of this book introduces the tidyverse suite of R packages, including ggplot2 for data visualization and dplyr for data wrangling. The second part introduces data modeling via simple and multiple linear regression. The third part presents statistical inference using simulation-based methods within a general framework implemented in R via the infer package, a suitable complement to the tidyverse. By working with these methods, readers can implement effective exploratory data analyses, conduct statistical modeling with data, and carry out statistical inference via confidence intervals and hypothesis testing. All of these tasks are performed by strongly emphasizing data visualization. Key Features in the Second Edition: Minimal Prerequisites: No prior calculus or coding experience is needed, making the content accessible to a wide audience. Real-World Data: Learn with real-world datasets, including all domestic flights leaving New York City in 2023, the Gapminder project, FiveThirtyEight.com data, and new datasets on health, global development, music, coffee quality, and geyser eruptions. Simulation-Based Inference: Statistical inference through simulation-based methods. Expanded Theoretical Discussions: Includes deeper coverage of theory-based approaches, their connection with simulation-based approaches, and a presentation of intuitive and formal aspects of these methods. Enhanced Use of the infer Package: Leverages the infer package for “tidy” and transparent statistical inference, enabling readers to construct confidence intervals and conduct hypothesis tests through multiple linear regression and beyond. Dynamic Online Resources: All code and output are embedded in the text, with additional interactive exercises, discussions, and solutions available online. Broadened Applications: Suitable for undergraduate and graduate courses, including statistics, data science, and courses emphasizing reproducible research. The first edition of the book has been used in so many different ways--for courses in statistical inference, statistical programming, business analytics, and data science for social policy, and by professionals in many other means. Ideal for those new to statistics or looking to deepen their knowledge, this edition provides a clear entry point into data science and modern statistical methods.
Learn R
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Author : Pedro J. Aphalo
language : en
Publisher: CRC Press
Release Date : 2024-04-26
Learn R written by Pedro J. Aphalo and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-04-26 with Computers categories.
Learning a computer language like R can be either frustrating, fun or boring. Having fun requires challenges that wake up the learner’s curiosity but also provide an emotional reward for overcoming them. The book is designed so that it includes smaller and bigger challenges, in what I call playgrounds, in the hope that all readers will enjoy their path to R fluency. Fluency in the use of a language is a skill that is acquired through practice and exploration. For students and professionals in the biological sciences, humanities and many applied fields, recognizing the parallels between R and natural languages should help them feel at home with R. The approach I use is similar to that of a travel guide, encouraging exploration and describing the available alternatives and how to reach them. The intention is to guide the reader through the R landscape of 2024 and beyond. What is new in the second edition? Text expanded by more than 25% to include additional R features and gentler and more detailed explanations Contains 24 new diagrams and flowcharts, seven new tables, and revised text and code examples for clarity All three indexes were expanded, and answers to 28 frequently asked questions added What will you find in this book? Programming concepts explained as they apply to current R Emphasis on the role of abstractions in programming Few prescriptive rules—mostly the author’s preferences together with alternatives Presentation of the R language emphasizing the “R way of doing things” Tutoring for “programming in the small” using scripts for data analysis Explanation of the differences between R proper and extensions for data wrangling The grammar of graphics is described as a language for the construction of data visualisations Examples of data exchange between R and the foreign world using common file formats Coaching to become an independent R user, capable of writing original scripts and solving future challenges
Geocomputation With R
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Author : Robin Lovelace
language : en
Publisher: CRC Press
Release Date : 2025-05-23
Geocomputation With R written by Robin Lovelace and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-05-23 with Mathematics categories.
Geocomputation with R is for people who want to analyze, visualize, and model geographic data with open source software. The book provides a foundation for learning how to solve a wide range of geographic data analysis problems in a reproducible, and therefore scientifically sound and scalable way. The second edition features numerous updates, including the adoption of the high-performance terra package for all raster data processing, detailed coverage of the spherical geometry engine s2, updated information on coordinate reference systems and new content on openEO, STAC, COG, and gdalcubes. The data visualization chapter has been revamped around version 4 of the tmap package, providing a fresh perspective on creating publication-quality maps from the command line. The importance of the book is also highlighted in a new foreword by Edzer Pebesma. The book equips you with the knowledge and skills necessary to tackle a wide range of issues manifested in geographic data, including those with scientific, societal, and environmental implications. The book is especially well-suited to: Data scientists and engineers interested in upskilling to handle spatial data. People with existing geographic data skills interested in developing powerful geosolutions via code. Anyone who needs to work with spatial data in a reproducible and scalable way. The book is divided into three parts: Foundations, Extensions, and Applications, covering progressively more advanced topics. The exercises at the end of each chapter provide the necessary skills to address various geospatial problems, with solutions and supplementary materials available at r.geocompx.org/solutions/.
Microeconometrics With R
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Author : Yves Croissant
language : en
Publisher: CRC Press
Release Date : 2025-02-14
Microeconometrics With R written by Yves Croissant and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-14 with Business & Economics categories.
This book is about doing microeconometrics, defined by Cameron and Trivedi as "the analysis of individual-level data on the economic behavior of individuals or firms using regression methods applied to cross-section and panel data" with R. Microeconometrics became increasingly popular in the last decades, thanks to the availability of many individual data sets and to the development of computer performance. R appeared in the late nineties as a clone of S. It became increasingly popular among statisticians, especially in fields where S was widely used. Twenty years ago, using R for doing econometrics analysis required a lot of programming because a lot of core methods of econometrics were not available in R. Nowadays, most of the basic methods described in the book are available in contributed packages. Moreover, the set of packages called the tidyverse developed by RStudio (now Posit) for all the basic tasks of an applied statistician (importing, tidying, transforming and visualizing data sets) makes the use of R faster and easier. The book uses extensively specialized econometrics packages and the tidyverse, and it seeks to demonstrate that the adoption of R as the primary software for an econometrician is a relevant choice. The first part of the book is devoted to the ordinary least squares estimator. Matrix algebra is progressively introduced in this part, and special attention is paid to the interpretation of the estimated coefficients. The second part goes beyond the basic OLS estimator by testing the hypothesis on which this estimator is based and providing more complex estimators relevant when some of these hypotheses are violated. Finally, the third part of the book presents specific estimators devoted to "special" responses, e.g., count, binomial or duration data. Key Features: Many applications using data sets of recent academic works are developed Testing and estimation procedures using the programming framework of R and specialized packages are presented Two companion packages (micsr and micsr.data), containing respectively functions implementing some estimation and testing procedures not available in other contributed packages and data sets used in the book, are provided