Course description The course is aimed to offer an introduction to the basics of programming within the R environment
The course has as Main Objectives: Learning the Main Programming Basics of R software, and the analysis and modeling of Main stylized facts characterizing the Financial Markets.
The course is aimed at providing the students with main programming tools letting them able to properly develope financial models and to design experiments.
Lessons held by the instructor, as well as written assignments.
Part I: Saving data. Customization. Loading Packages. The operators. Arithmetic operators. Relational operators. Logical operators. Mathematical elementary functions.
Part II: Assigning a value to a variable. View the contents of a variable. Deleting variables. Basic objects of R. The vectors: function c. Types of vectors. How to create a vector. Attributes of a carrier. Create a vector with seq Create a vector with a rep. Create a vector with cut. Operations involving carriers.
Part III. Matrices. How to create a matrix. How to Create a Diagonal Matrix. Creating a matrix with fixed function. Extract data from an array. Matrix operations. Arrays. How to create an array Working with arrays. Lists. How to create a list. Attributes of a list. Data Frame. Attributes of a given frame. Cbind and rbind functions. The functions attach and detach. Sorting a Date Frame.
Part IV. Use advanced features of R. Using some remarkable features. Import the data into R. The tables in R. Programming Elements in R. How to Create Your Own Function Files in R.
Part V. Introduction to Using Charts in R. The plot command. Full command options. Add a legend to a plot generated plot. Plot and scatterplot with factors highlighted separately. Plot and boxplot. Commands points and lines. The graph hist. The density chart. Add a text to a chart. Multiple graphs on the same page. Diagrams for checking the normality of the samples. The qqnorm, qqline, and qqplot functions
Part VI Thematic details: use of R in case studies of economic-financial and actuarial relevance.
All the students are invited to stay tuned on the Aulaweb site for the course (http://www.aulaweb.unige.it/). As a matter of fact all the information and material for the course are only available on that site
Ricevimento: By appointment, contacting the teacher by e-mail. When the final lessons schedule is released, the instructor will also define office hours during which she can be contacted. Office hours: up to 31 May 2018, on Wednesday 10.30-11.30 a.m.; after 31 May 2018, please contact the instructor by mail.
MARINA RESTA (President)
LUCA PERSICO
18 September 2017
USING R SOFTWARE
Written examination
Assessment The final examination consists of a report that must be sent to the teacher according to what stated during the lessons and indicated on Aulaweb, too.
Attendance Not mandatory
All the students are invited to stay tuned on the Aulaweb site for the course (http://www.aulaweb.unige.it/). As a matter of fact all the information and material for the course are only available on that site..
