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.
Style and Submission Guide 1 Assignment Style Guidelines The code you submit for assignments, as with all code you write, can be made more readable and useful by paying attention to style. This includes the placement of comments, whitespace, indentation, and choice of variable and function names. None of these things affect the execution of […]
CS 115 Assignment 13, Question 3 Read More »
Instructions: ECON 178 WI 2023: Homework 1 Due: Feb 7, 2023 (by 2:00pm PT) • The homework has a total of 40 points. The TAs will randomly pick one problem to grade and this problem is worth 30 points (you will get 30 points if your answers are correct or almost correct). The remaining 10
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Task 1 Calculate the mean and standard deviation for PM10 and PM2.5 for both sites: calculate the mean and standard deviation for the entire year first of all, and then for each quarter. Present these values in a simple table. For the air pollution data, how well do the annual parameters summarise the datasets? Do
— title: “Homework 3” subtitle: “Psychology 2812B FW22” — # Lab Component ## 1. LGA mean departure delay Load the `tidyverse` package and the `nycflights` dataset. Note that you will first need to install the nycflights13 dataset: “`{r} #| echo: true #| eval: false install.packages(“nycflights13”) “` “`{r} #| echo: TRUE #| output: FALSE library(tidyverse) library(nycflights13)
Psychology 2812B HW3 心理学 R语言代写 Read More »
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
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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
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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.
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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,
2B03 Assignment 1 R语言代写 Read More »
— 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 »