Tidy finance with Python:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Boca Raton, FL
CRC Press
2024
|
| Ausgabe: | First edition |
| Schlagwörter: | |
| Abstract: | "This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using pandas, numpy, and plotnine. Code is provided to prepare common open-source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these data in all the subsequent chapters, which we keep as self-contained as possible. The empirical applications range from key concepts of empirical asset pricing (beta estimation, portfolio sorts, performance analysis, Fama-French factors) to modeling and machine learning applications (fixed effects estimation, clustering standard errors, difference-in-difference estimators, ridge regression, Lasso, Elastic net, random forests, neural networks) and portfolio optimization techniques"-- |
| Beschreibung: | 2406 |
| Umfang: | XV, 245 pages |
| ISBN: | 9781032684291 1032684291 9781032676418 1032676418 |
Internformat
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| 500 | |a 2406 | ||
| 520 | 3 | |a "This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using pandas, numpy, and plotnine. Code is provided to prepare common open-source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these data in all the subsequent chapters, which we keep as self-contained as possible. The empirical applications range from key concepts of empirical asset pricing (beta estimation, portfolio sorts, performance analysis, Fama-French factors) to modeling and machine learning applications (fixed effects estimation, clustering standard errors, difference-in-difference estimators, ridge regression, Lasso, Elastic net, random forests, neural networks) and portfolio optimization techniques"-- | |
| 653 | 0 | |a Finance / Data processing | |
| 653 | 0 | |a Econometrics | |
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Datensatz im Suchindex
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| id | DE-604.BV049779167 |
| illustrated | Not Illustrated |
| indexdate | 2025-03-03T13:02:09Z |
| institution | BVB |
| isbn | 9781032684291 1032684291 9781032676418 1032676418 |
| language | English |
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| physical | XV, 245 pages |
| publishDate | 2024 |
| publishDateSearch | 2024 |
| publishDateSort | 2024 |
| publisher | CRC Press |
| record_format | marc |
| spelling | Frey, Christoph (Writer on finance) Verfasser aut Tidy finance with Python Christoph Frey, Christoph Scheuch, Stefan Voigt and Patrick Weiss First edition Boca Raton, FL CRC Press 2024 XV, 245 pages txt rdacontent n rdamedia nc rdacarrier 2406 "This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using pandas, numpy, and plotnine. Code is provided to prepare common open-source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these data in all the subsequent chapters, which we keep as self-contained as possible. The empirical applications range from key concepts of empirical asset pricing (beta estimation, portfolio sorts, performance analysis, Fama-French factors) to modeling and machine learning applications (fixed effects estimation, clustering standard errors, difference-in-difference estimators, ridge regression, Lasso, Elastic net, random forests, neural networks) and portfolio optimization techniques"-- Finance / Data processing Econometrics Python (Computer program language) Scheuch, Christoph Sonstige (DE-588)1306203759 oth Voigt, Stefan (College teacher) Sonstige oth Weiss, Patrick Sonstige oth Erscheint auch als Online-Ausgabe Frey, Christoph (Writer on finance) Tidy finance with Python First edition Boca Raton, FL : CRC Press, 2024 9781032684307 |
| spellingShingle | Frey, Christoph (Writer on finance) Tidy finance with Python |
| title | Tidy finance with Python |
| title_auth | Tidy finance with Python |
| title_exact_search | Tidy finance with Python |
| title_full | Tidy finance with Python Christoph Frey, Christoph Scheuch, Stefan Voigt and Patrick Weiss |
| title_fullStr | Tidy finance with Python Christoph Frey, Christoph Scheuch, Stefan Voigt and Patrick Weiss |
| title_full_unstemmed | Tidy finance with Python Christoph Frey, Christoph Scheuch, Stefan Voigt and Patrick Weiss |
| title_short | Tidy finance with Python |
| title_sort | tidy finance with python |
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