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Using R in Financial Statistics (spring 2019)
This course introduces the basic operations of the R language, with emphasis on data analysis and visualization in financial statistics. The course teaches how to explore and analyze data. Topics contains data description and visualization, hypothesis testing, and regression analysis. We will use various examples to illustrate the power of R as a statistical tool. This course requires students to try the examples by themselves.
Course ID: 0205740001
Lecture time: Session 5-6 (lecture) and 7-8 (practice) on Monday
Classroom: H3-202 (lecture) and H6-501 (practice), Liberal Arts Building (Wen Ke Lou)
Instructor: Dr. Jia-Ping Huang
Office hour: Tuesday 13:00-14:00, 2613 Liberal Arts Building
E-mail: huangjp #at# szu . edu . cn
Undergraduate level statistics.
Robert I. Kabacoff (2015). R in Action: Data Analysis and Graphics with R, Second Edition. Manning.
Published in China as 《R语言实战（第2版）》, Robert I. Kabacoff著, 王小宁等译, 人民邮电出版社, ISBN: 978-7-115-42057-2.
Topics to be Covered
Chapter 1: Introduction to R
Chapter 2: Creating a dataset
Chapter 3: Getting started with graphs
Chapter 4: Basic data management
Chapter 5: Advanced data management
Chapter 6: Basic graphs
Chapter 7: Basic statistics
Chapter 8: Regression
Attendance: 6% (Three random roll-calls. On the spot = 3, late = 2.)
In-class performance: 9% (A = 9, B = 6.)
Assignments: 45% (3 times) (A = 15, B = 13, C = 10. Late submission leads to a 20% deduction.)
Final report: 40%
|1||Chapter 1: Introduction||Basic operations|
|2||Chapter 2: Creating a dataset||Vector, matrix, dataframe|
|3||Chapter 4: Basic data management||Data selection, sorting, merging|
|4||Chapter 5: Advanced data management||Probability distributions|
|5||Chapter 5: Advanced data management||Loop, condition|
|6||Chapter 3: Getting started with graphs||Drawing graphs|
|7||Chapter 6: Basic graphs||Bar plots, phi charts, histograms|
|8||Chapter 7: Basic statistics||Descriptive statistics|
|9||No class||No class|
|10||Chapter 7: Basic statistics||Tests for means, ANOVA|
|11||Chapter 8: Regression||Linear model|
|12||Chapter 8: Regression||Regression diagnostics|
|13||Chapter 8: Regression||Model assumptions and model selection|
|14||Case study||Case study|
|15||Case study||Case study|
|16||Chapter 8: Regression||Logit model|
|17||Case study||Case study|
|18||Review||Self-study|Since the spring holiday of Shenzhen University is not officially announced, this schedule is subject to change. Usually the holiday takes place on the first week of May.
This schedule has been revised on Mar 18.
The following lecture slides are made by Dr. Han Li.
Assignment 1: to be announced
Assignment 2: to be announced
Assignment 3: to be announced