Plan Szkolenia
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
Wymagania
- An understanding of finance (securities, derivatives, etc.)
- A solid grasp of mathematics
- Programming experience in any language is helpful but not required
Opinie uczestników (3)
Szkolenie prowadzone w sposób przykuwający uwagę
Karol - Centralny Ośrodek Informatyki
Szkolenie - Nagios XI Administration
Trener dostosował materiały i treści do tego, co uważał za najlepsze dla nas i udało mu się. Jakość szkolenia była doskonała.
Jorge Sanchez Hernandez - CSMART - Carnival
Szkolenie - QGIS for Geographic Information System
Przetłumaczone przez sztuczną inteligencję
I genuinely enjoyed the lots of labs and practices.