R CODING AND FINANCE ANALYTICS

The course will provide students with the syntax and the and the basic of the GNU-R programming language (http://www.r-project.org ), for data analysis and statistical modelling.

At the end of the course, students will learn how to explore, visualize, and analyze economic and financial data, make all of that reproducible, and shareable using R.

It is assumed that the students have familiarity with the use of a personal computer and its operating system. A basic understanding of concepts and methods of Statistics is also assumed.

Essential of the R environment
Objects, functions and scripts
Create, import and manage datasets
R graphics enviornments
Structural and object-oriented programming in R
Tools for reproducible research
Overview of the Tidyverse packages bundle

Lecture notes.

The exam will be oral and will consist of the preparation of a paper and of its presentation and discussion.

In the paper, students must demonstrate ability to use the R language, solve coding problems according to "best practices" in programming, and organize code efficiently. The topic of the paper is to be chosen independently by the student. Practical problems that can be addressed in the paper are, for instance: analysis of a dataset, estimation of statistical models, simulation experiments, implementation of algorithms, implementation of ad-hoc graphical representations, etc.

The presentation, lasting about 10 minutes, should effectively illustrate the problem, the most relevant elements of the code considered in the paper, and the obtained results.

The exam evaluation will take into account the following criteria:
- appropriateness of the chosen problem
- correct use of the programming structures presented in the course
- organization of the code
- use of reproducible research tools in the development of the paper and presentation
- effectiveness and quality of the oral presentation

Further technical details are available in the Moodle area of the course.

Lectures and hands-on sessions.

English

oral