QF 3220-0

Brief

The goal of this course is to help students to handle financial data using R computer language. More specifically, the course will help students to write R programs to conduct financial analytics, while the purpose of financial analytics is to transform financial data to insights (through visualization in particular) that support, improve, and automate financial decisions. The majority of class time will be used to explain various R language skills so that students can eventually use R to do a real-world financial analysis. In addition to the general knowledge on R programming language, a special type of R commands from the so-called `tidyverse' system will also be taught in depth. An important area of R usage is time series analysis which will be covered extensively in the class, This knowledge will then be applied to financial prices and this hopefully will be useful for students who are interested in quantitative finance.

Description

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Prerequisites

Timetable

Scores

Average GPA 3.25

Std. Deviation 0.74

Remarks

本課程為 16 週課程

Restrictions

計財系優先，第3次選課起開放全校修習

Compulsory

Elective

Cross Discipline

First Specialization

Second Specialization