Mark J. Bennett, Dirk L. Hugen

Gebundenes Buch

Financial Analytics with R

Building a Laptop Laboratory for Data Science

Beschreibung

This book provides the intuition and basic vocabulary as steps towards the financial, statistical, and algorithmic knowledge needed to resolve current industry problems, while also presenting a systematic way of developing analytical programs for finance in the statistical language R. This book is a key training resource for students and professionals alike.

Autor

Mark J. Bennett is a senior data scientist with a major investment bank and a lecturer in the University of Chicago's Master's program in analytics. He has held software positions at Argonne National Laboratory, Unisys Corporation, AT&T Bell Laboratories, Northrop Grumman, and XR Trading Securities.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 392
• Erscheinungstermin: 6. Oktober 2016
• Englisch
• Abmessung: 254mm x 177mm x 25mm
• Gewicht: 920g
• ISBN-13: 9781107150751
• ISBN-10: 1107150752
• Artikelnr.: 45154630

Rezensionen

'A very well-written text on financial analytics, focusing on developing statistical models and using simulation to better understand financial data. R is used throughout for examples, allowing the reader to use the text and code to actively engage in the financial market. It is simply the best text on this subject that I have seen. Highly recommended.' Joseph M. Hilbe, Arizona State University