Tidy Finance With R, Hardcover by Scheuch, Christoph; Voigt, Stefan; Weiss, P...

Description: Tidy Finance With R, Hardcover by Scheuch, Christoph; Voigt, Stefan; Weiss, Patrick, ISBN 1032389338, ISBN-13 9781032389332, Like New Used, Free shipping in the US "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 tidydata and coding principles using the tidyverse family of R packages. We then provide the code to prepare common open source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these datain 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"--

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