The course is aimed at providing the basic skills related to the use of the R software and, more generally, the concepts inherent to statistical programming with particular attention to economic and financial applications.
The main objective of the course is to provide knowledge of the programming basics of the software R in order to properly develop financial models and to perform statistical analysis
The course aims to make students acquire the technical skills and programming criteria essential to deal with mathematical-statistical models in the economic-financial field. As the main learning result, the course aims to provide the basic knowledge in order to deal with the construction, implementation, and data processing of economic and financial models.
A basic knowledge deriving from a Bachelor’s degree, including the fundamentals of mathematical and statistical disciplines.
Lectures and exercises. Alternatively, depending on the sanitary situation, on-line learning lessons on TEAMS platform.
The course includes a series of topics developed sequentially according to the following program:
Part I: R console and RStudio IDE Part II: Vectors – assignment operator; numeric-logic-character and index vectors Part III: Mode, Type, Classes and Attributes; recursive structures and object coercion Part IV: String manipulation, formats and regular expressions Part V: Factors: levels and categorical variables Part VI: Matrices and Arrays: bi-dimensional array, matrix operators and tensors Part VII: Lists, Data frames and Tibbles Part VIII: import and export of data Part IX: R packages – extending the R functionalities (libraries and namespaces) Part X: Graphics – low-level and high-level architectures, graphics layout Part XI: Programming – Functions, Debugging, Conditional Execution, Loops and Vectorization Part XII: Statistical Analysis and thematic discussion of codes that involve economic and financial models
Slides, multimedia supports and specific books are provided directly to students. In addition to the educational material available on the TEAMS channel (/ aulaweb) of the course, other bibliographic information will be provided upon request.
Ricevimento: Upon request, by email, I will always be available to make an appointment.
PIER GIUSEPPE GIRIBONE (President)
SALVATORE FEDERICO
The exam is oral.
The test consists in coding and commenting an exercise.
The oral exam allows to verify the actual level of learning in accordance with the objectives and the expected results.
Specifically, the student has to display a satisfactory theoretical approach to the discipline as well as programming skills.
The examination assessment parameters include the quality of the developed code, the functionality, the reasoning and the ability to critically analyze the proposed solutions and the results obtained.
