HUANG, Jia-Ping

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Jia-Ping HUANG is an assistant professor at Shenzhen University.

> Teaching > Using R in Financial Statistics


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 Information

Course ID: 0205740001
Credit: 3
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


Prerequisites

Undergraduate level statistics.


Textbook

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
Case study


Grading

Attendance: 6% (Three random roll-calls. On the spot = 2, late = 1.)
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%


Schedule

Week Lecture Practice
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, pie charts, histograms
8 Chapter 7: Basic statistics Descriptive statistics, tables
9 No class No class
10 Chapter 7: Basic statistics Tests for means
11 Chapter 8: Regression Linear model
12 Chapter 8: Regression Regression diagnostics
13 Chapter 8: Regression Model assumptions and model selection
14 Chapter 13: Regression Logit model
15 Case study Case study
16 Case study Case study
17 Case study Case 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 was revised on Mar 18.
This schedule was revised on May 20.


Lecture Slides

The following lecture slides are made by Dr. Han Li.

Supplementary materials:


Assignments

Assignment 1 (due on Apr 7 24:00): See Assignment 1
Assignment 2 (due on May 19 24:00): See Assignment 2
Assignment 3 (due on June 9 24:00): See Assignment 3. Data file alumni_giving_rate.csv

  • Submission of assignments:
    Following instructions in each assignment to create report files and send them with an email to hjpszu %at% 163 . com (change %at% to @, and remove unnecessary spaces). Your email should have a title in the format
        RFS_Assignment#_studentID_name
    e.g.:   RFS_Assignment1_2018123456_张三
    You will receive an auto-reply only if your email is with a correct title.

Final Report

The final report (due on June 28 13:00): See Final Report. Data file customer_analysis.csv

  • Submission of the final report:
    1. Following instructions to create code and report files and send them with an email to hjpszu %at% 163 . com (change %at% to @, and remove unnecessary spaces). Your email should have a title in the format
          RFS_FinalReport_studentID_name
      e.g.:   RFS_FinalReport_2018123456_张三
      You will receive an auto-reply only if your email is with a correct title.
      The official report title page can be downloaded here. You need to attach it to your report.
    2. In addition to 1, print out your report (not source code) with the official title page, and bring it to Wen Ke Lou 2613 between 13:00 and 17:00 of June 28 (Friday).

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