OVERVIEW

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.

AIMS AND CONTENT

LEARNING OUTCOMES

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

AIMS AND LEARNING OUTCOMES

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.

PREREQUISITES

A basic knowledge deriving from a Bachelor’s degree, including the fundamentals of mathematical and statistical disciplines.

TEACHING METHODS

Lectures and exercises. Alternatively, depending on the sanitary situation, on-line learning lessons on TEAMS platform.

SYLLABUS/CONTENT

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

RECOMMENDED READING/BIBLIOGRAPHY

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.

TEACHERS AND EXAM BOARD

Exam Board

PIER GIUSEPPE GIRIBONE (President)

MARIA LAURA TORRENTE

LESSONS

LESSONS START

The course begins in accordance with the teaching calendar of the first semester.

Class schedule

The timetable for this course is available here: Portale EasyAcademy

EXAMS

EXAM DESCRIPTION

The exam is oral.

The test consists in coding and commenting an exercise.

ASSESSMENT METHODS

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.

Exam schedule