コース概要
Introduction
Setting up the IDE (Integrated Development Environment)
- RStudio
R Programming Fundamentals
- R objects: vectors, matrices, arrays, data frames and lists
- Flow control: branching, looping and truth testing
Accessing Data with R
- Reading and writing CSV data
- Accessing data in an SQL database
Visualizing Data with R
- Plotting with R
Analyzing Data with R
- Manipulating data frames
- Descriptive statistics
Inference and Time Series Analysis
- Analyzing time series data in financial markets
- Volatility modeling for high frequency financial data
Simulating Asset Price Trajectories
- Monte Carlo simulation
Asset Allocation and Portfolio Optimization
- Performing capital allocation, asset allocation, and risk assessment
- Regression analysis
Risk Analysis and Investment Performance
- Defining and solving portfolio optimization problems
- VaR and ES
Fixed-Income Analysis and Option Pricing
- Performing fixed-income analysis and option pricing
Taking Your R Application into Production
- Integrating your application with Excel and other web applications
Application Performance
- Optimizing your application
- R multiprocessing
Troubleshooting
Closing Remarks
要求
- An understanding of finance (securities, derivatives, etc.)
- A solid grasp of mathematics
- Programming experience in any language is helpful but not required
お客様の声 (4)
個人的なサービスと私のニーズに合わせた
ANN - New Vitality Clinic
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Machine Translated
The pace was just right and the relaxed atmosphere made candidates feel at ease to ask questions.
Rhian Hughes - Public Health Wales NHS Trust
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The lecturer is very knowledgeable and can substantiate theories with his own personal experiences.
Harry Estipona
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I was benefit from the interesting and clear ideas and suggestions.