R语言经常用于统计, 金融, 经济, 机器学习等课程的Lab, assignment和project.
1. Write a short comment about what this R script is about. 2. Remove all existing objects in your “environment”. 3. Create a vector called “HousePrices”, which consists of 100 random numbers generated from a Normal distribution, mean and the standard deviation of which are 300,000 and 50,000 respectively. Hint: use function “norm” to generate …
Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy? Victor DeMiguel London Business School Lorenzo Garlappi University of Texas at Austin Raman Uppal London Business School and CEPR We evaluate the out-of-sample performance of the sample-based mean-variance model, and its extensions designed to reduce estimation error, relative to the naive 1/N portfolio. Of …
MSc Finance & MSc IWM: Financial Econometrics Assessed Exercise Instructions Please complete the Exercise below and submit: Point 1. before 6/2/2023 at 15:59 on The Hub. Submission will only be possible via The Hub. Late submissions will not be considered. Points 2. and 3. before 6/3/2023 at 15:59 on The Hub. Submission will …
MSc Finance IWM Financial Econometrics Assessed Exercise Read More »
Financial Econometrics CW Tutorial Outline 1 Assignment Outcomes and Milestones 2 Brief Summary of Replication Paper 3 Data and methodology 4 FAQ and hints Assignment Outcomes and Milestones learn how to construct portfolios and strategies, and calculate their expected returns improve your programming skills (running regressions, producing plots, computing descriptive statistics, cleaning data) exercise fin. …
2B03 Assignment 1 subtitle: “Tables, figures, and summary statistics” # Goals By completing this assignment, you will: – learn how to edit text in R Markdown – learn to do basic computations using `R` – learn to compute summary statistics in `R` – learn how to load data in `R` – practice making frequency tables, …
— title: “Individual Assignment 2” subtitle: “Seasonality, visualization, and logistic regression” — # General instructions **Before attempting the exercises, please read the following instructions carefully.** **This is an individual assignment. You may use class notes, internet and other references but you are not allowed to seek help from another person.** This assignment is intended to …
Assignment 2 Seasonality visualization and logistic regression Read More »
STATS 3DS3 Winter 2023 ASSIGNMENT 1 Submit through Avenue to Learn. Due before 11pm on Friday, January 27th. Your assignment must conform to the Assignment Standards listed below. Assignments submitted up to 24 hours late will incur a 30% penalty. Assignments submitted more than 24 hours late will receive a zero grade. Answer all 3 …
Problem 2 The Multiple Testing dataset (multiple.txt) is a simulated dataset which contains 50 variables and 100 observations per variable. Suppose we know that the first 10 variables have mean equal to 2 and the rest of them have mean equal to 0. Analyze the dataset according to the following steps: 1. Perform multiple testing …
Assignment 1 – STAT 453/558 Due date: 20 January, 2023 1) Suppose that we are testing H0: μ1 = μ2 versus H1: μ1 > μ2 with a sample size of n1 = n2 = 10. Both sample variances are unknown but assumed equal. Using R, find p-values for the following observed values of the test …
London School of Economics and Political Science FM321 – Risk Management and Modelling Department of Finance Course Project 1. General Instructions: Materials Provided: The following materials are provided via the course page on Moodle: This document with guidelines and instructions; Submission Instructions: All project materials will be submitted through the appropriate links in Moodle. …