B2781 - R FOR FINANCIAL DATA ANALYSIS

Anno Accademico 2022/2023

  • Docente: Cinzia Franceschini
  • Crediti formativi: 3
  • Lingua di insegnamento: Inglese

Conoscenze e abilità da conseguire

By the end of these sessions, students should be able to use R for: • Cleaning and merging data, • Exploratory data analysis, • Describe key features of probability distributions • Basic re-sampling methods for data analysis • Econometric techniques such as linear regressions and generalised linear models for binary dependent variables

Contenuti

Learning outcomes

By the end of the course, the student will be able to use the R software in the application of well-known statistical methods to real financial datasets.

Course contents

Introduction to R: what is R? R basic commands and data structures. Data import and cleaning. Functions. Basic graphs.

Financial data analysis with R: application of some statistical methods through R (univariate statistics, bivariate statistics, linear regression).

Testi/Bibliografia

Peter Dalgaard. Introductory Statistics with R. Springer, New York, 2002.

John Verzani. Using R for Intoductory Statistics. Chapman & Hall/CRC, Boca Raton, FL, 2005.

Course slides.

Metodi didattici

Frontal lectures and laboratory tutorials

Modalità di verifica e valutazione dell'apprendimento

Written test with TRUE/FALSE questions and practical R exercises

Strumenti a supporto della didattica

Blackboard, slides, computer lab.

Orario di ricevimento

Consulta il sito web di Cinzia Franceschini