Processing and Analyzing Financial Data with R

Processing and Analyzing Financial Data with R
by Marcelo S. Perlin
Print Length 页数: 398 pages
Publisher finelybook 出版社: Agencia Brasileira de ISBN; 1 edition (1 May 2017)
Language 语言: English
ISBN-10: 8592243556
ISBN-13: 9788592243555
This book introduces the reader to the use of R and RStudio as a platform for processing and analyzing financial data. The book covers all necessary knowledge for using R,from its installation in your computer to the organization and development of scripts. For every chapter,the book presents practical and replicable examples of R code,providing context and facilitating the learning process.
Based on the material,the reader will learn how to download financial data from local files or the Internet,represent and process it using native objects in R,and create tables and figures to report the results in a technical document. The book is organized based on the author’s practical experience in scientific research and includes instructions for using the best R packages for each purpose,such as xtable and texreg for reporting tables,dplyr in data processing,and ggplot2 in creating figures. After showing the capabilities of R in processing financial data,the last chapter presents three complete and reproducible examples of research in Finance.
This book is recommended for researchers and students interested in learning how to use R. No prior knowledge of programming or finance is required to take advantage of this book. After finishing,the reader will have enough knowledge to develop their own scripts autonomously,producing academic documents or data analysis for public and private institutions.
Contents
Chapter 1 – Introduction
Chapter 2 – Basic Operations
Chapter 3 – Basic Classes
Chapter 4 – Data Structure Classes
Chapter 5 – Financial Data and Common Operations
Chapter 6 – Importing and Exporting Data from Local Files
Chapter 7 – Importing Financial Data from the Internet
Chapter 8 – Creating and Saving Figures with ggplot2
Chapter 9 – Programming and Data Analysis with R
Chapter 10 – Financial Econometrics with R
Chapter 11 – Writing Research Scripts
本书向读者介绍了使用R和RStudio作为处理和分析财务数据的平台。本书涵盖了使用R的所有必要知识，从安装在计算机到组织和开发脚本。对于每一章，本书介绍了R代码的实际和可复制的示例，提供了上下文并促进了学习过程。
基于这些材料，读者将学习如何从本地文件或Internet下载财务数据，使用R中的本地对象来表示和处理财务数据，并创建表格和数字以在技术文档中报告结果。该书根据作者在科学研究方面的实践经验进行组织，并包括为每个目的使用最佳R包的说明，例如用于报告表的xtable和texreg，数据处理中的dplyr和创建数字的ggplot2。在显示R处理财务数据的能力后，最后一章提供了三个完整和可重复的财务研究实例。
这本书被推荐给有兴趣学习如何使用R的研究人员和学生。不需要先前的编程或财务知识来利用这本书。完成后，读者将有足够的知识自主开发自己的脚本，为公共和私人机构制作学术文件或数据分析。
目录
第1章 – 介绍
第2章 – 基本操作
第3章 – 基础课
第4章 – 数据结构类
第五章财务数据和共同作业
第6章 – 从本地文件导入和导出数据
第7章 – 从互联网导入财务数据
第8章 – 使用ggplot2创建和保存数字
第9章 – 使用R进行编程和数据分析
第十章 – 金融计量经济学
第11章 – 写作研究脚本
Processing and Analyzing Financial Data with R B071DTSCPS.azw3
Processing and Analyzing Financial Data with R B071DTSCPS.pdf

相关文件下载地址