Tidy finance With R (Record no. 7630)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01747nam a22002297a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20241123174516.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 241123b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781032389349 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 |
| Item number | SCH |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Scheuch, Christoph |
| 245 ## - TITLE STATEMENT | |
| Title | Tidy finance With R |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | CRC Press |
| Place of publication, distribution, etc. | Boca Raton |
| Date of publication, distribution, etc. | 2023 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 249 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 61.99 |
| 490 ## - SERIES STATEMENT | |
| Series statement | The R Series |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with R, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using the tidyverse family of R packages. Code is provided to prepare common open-source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these data in all the subsequent chapters, which we keep as self-contained as possible. The empirical applications range from key concepts of empirical asset pricing (beta estimation, portfolio sorts, performance analysis, Fama-French factors) to modeling and machine learning applications (fixed effects estimation, clustering standard errors, difference-in-difference estimators, ridge regression, Lasso, Elastic net, random forests, neural networks) and portfolio optimization techniques.<br/><br/>(https://www.routledge.com/Tidy-Finance-with-R/Scheuch-Voigt-Weiss/p/book/9781032389349?srsltid=AfmBOoroSNESA3pTcTkQmopX2BFJkmbSwPOmhY6fk3hW64HPaxhNf3C4) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance with R |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | R (Programming language)--Finance |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Voigt, Stefan |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Weiss, Patrick |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Date checked out | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | 1181184 | 06-11-2024 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 11/23/2024 | Atlantic Publishers & Distributors | 4657.93 | 1 | 332.6 SCH | 006539 | 12/11/2024 | 11/27/2024 | 1 | 7166.04 | 11/23/2024 | Book |