CODE 93254 ACADEMIC YEAR 2018/2019 CREDITS 3 cfu anno 1 ECONOMIA E ISTITUZIONI FINANZIARIE 8700 (LM-56) - GENOVA SCIENTIFIC DISCIPLINARY SECTOR SECS-S/06 TEACHING LOCATION GENOVA SEMESTER 1° Semester MODULES Questo insegnamento è un modulo di: QUANTITATIVE METHODS FOR DERIVATIVES AND ACTUARIAL PRICING AND SOFTWARE R TEACHING MATERIALS AULAWEB OVERVIEW Course description The course is aimed to offer an introduction to the basics of programming within the R environment AIMS AND CONTENT LEARNING OUTCOMES 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. AIMS AND LEARNING OUTCOMES The course is aimed at providing the students with main programming tools letting them able to properly develope financial models and to design experiments. TEACHING METHODS Lessons held by the instructor, as well as written assignments. SYLLABUS/CONTENT 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. RECOMMENDED READING/BIBLIOGRAPHY 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 TEACHERS AND EXAM BOARD MARINA RESTA Ricevimento: Office hours: up to 22 December 2018, on Tuesday 10.40-12.00 a.m.; later, please contact the instructor by mail. Office hours: in the period: 18 February 2019 up to 31 May 2019, on Wednesday 10.30-11.30 a.m.; later, please contact the instructor by mail. Exam Board MARINA RESTA (President) LUCA PERSICO LESSONS LESSONS START 1st semester Class schedule USING R SOFTWARE EXAMS EXAM DESCRIPTION Written examination ASSESSMENT METHODS 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. Exam schedule Data appello Orario Luogo Degree type Note 10/01/2019 12:30 GENOVA Scritto 28/01/2019 12:30 GENOVA Scritto 06/06/2019 12:30 GENOVA Scritto 25/06/2019 12:30 GENOVA Scritto 09/07/2019 12:30 GENOVA Scritto 11/09/2019 12:30 GENOVA Scritto FURTHER INFORMATION Attendance Not mandatory but it is suggested to attend at least 70% of the whole program, in order to become friendly with the software and applied techniques. 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..
