R语言代写

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.

CS 115 Assignment 13, Question 3

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 […]

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R语言代写

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

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Psychology 2812B HW3 心理学 R语言代写

— 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)

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R语言代写

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

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Optimal Versus Naive Diversification

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 IWM Financial Econometrics Assessed Exercise

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

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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Assignment 2 Seasonality visualization and logistic regression

— 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

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