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Learning Quantitative Finance with R

You're reading from   Learning Quantitative Finance with R Implement machine learning, time-series analysis, algorithmic trading and more

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Product type Paperback
Published in Mar 2017
Publisher Packt
ISBN-13 9781786462411
Length 284 pages
Edition 1st Edition
Languages
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Authors (2):
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 Jeet Jeet
Author Profile Icon Jeet
Jeet
PRASHANT VATS PRASHANT VATS
Author Profile Icon PRASHANT VATS
PRASHANT VATS
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Table of Contents (16) Chapters Close

Learning Quantitative Finance with R
Credits
About the Authors
About the Reviewer
www.PacktPub.com
Customer Feedback
Preface
1. Introduction to R FREE CHAPTER 2. Statistical Modeling 3. Econometric and Wavelet Analysis 4. Time Series Modeling 5. Algorithmic Trading 6. Trading Using Machine Learning 7. Risk Management 8. Optimization 9. Derivative Pricing

Questions


  1. Define regression and how you can implement in R.

  2. How do you find the coefficient of determination for linear regression / multiple regression in R?

  3. How do you find the confidence interval for a prediction fitted with linear regression / multiple regression in R?

  4. How will you detect multicollinearity in R in multiple regression?

  5. What is the significance of ANOVA and how will you use it to compare the results of two linear regression models?

  6. How do you perform feature selection in R for multiple linear regression?

  7. How do you rank significance attributes in a multiple linear regression model in R?

  8. How do you install the waveslim package and load it into the R workspace?

  9. How do you plot a time series and extract the head and tail of the time series?

  10. How would you know the class of a variable created by the fft function?

  11. How do you use the dwt function using any given filter and take inverse dwt?

  12. How do you extract the real and imaginary parts of a series?

  13. How would you use fast Fourier transformation...

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