Financial Data Analytics with R : Monte-Carlo Validation /
Chen, Jenny K.
Financial Data Analytics with R : Monte-Carlo Validation / by Jenny K. Chen - London: CRC Press, 2025 - xxii, 275p.
1. Introduction to R
2. Linear Regression
3. Transition from Linear to Nonlinear Regression
4. Nonlinear Regression Modeling
5. The Logistic Regression
6. The Poisson Regression: Models for Count Data
7. Autoregressive Integrated Moving-Average Models
8. Generalized AutoRegressive Conditional Heteroskedasticity Model
9. Cointegration
10. Financial Statistical Modeling in Risk and Wealth Management
Bibliography
9781032745114
Data Analytics
R
Financial Data Analytics
332.0285 / CHE-25
Financial Data Analytics with R : Monte-Carlo Validation / by Jenny K. Chen - London: CRC Press, 2025 - xxii, 275p.
1. Introduction to R
2. Linear Regression
3. Transition from Linear to Nonlinear Regression
4. Nonlinear Regression Modeling
5. The Logistic Regression
6. The Poisson Regression: Models for Count Data
7. Autoregressive Integrated Moving-Average Models
8. Generalized AutoRegressive Conditional Heteroskedasticity Model
9. Cointegration
10. Financial Statistical Modeling in Risk and Wealth Management
Bibliography
9781032745114
Data Analytics
R
Financial Data Analytics
332.0285 / CHE-25