- An general understanding of financial analysis
- Basic knowledge of R
In this instructor-led, live training, participants will learn techniques to time series analysis and visualization in R. The focus is on financial data in xts format and the applications include portfolio optimization and modeling of financial asset classes (equities, bonds, real estate etc).
Audience
- Data analysts
Format of the course
- Part lecture, part discussion, exercises and heavy hands-on practice
Introduction
R Vs Matlab
Preparing The R Development Environment
Overview Of R Packages And Ecosystem
Overview Of Statistical Concepts
Overview Of Time Series Analysis
Time Series Models And Their Applications
Exploratory Data Analysis
Portfolio Optimization
Multivariate Time Series, Linear Systems And Kalman Filtering
Nonlinear Time Series: Models And Simulation
Reading And Plotting Time Series Data
Performing Calculations With Time And Date Based Data In R
Creating Models For Time Series Data
Modeling Strategies For Equities, Bonds, Real Estate And Other Financial Asset Classes
Modeling Univariate Distributions
Transforming Standard Data Into Time Series Format
Working With The Extensible Time Series (xts) Format
Visualizing Time Series Data
Forecasting
Exponential Smoothing
Arima Models
Closing Remarks