MÁSTER UNIVERSITARIO EN BANCA Y FINANZAS

Transcripción

1 Basics in R MÁSTER UNIVERSITARIO EN BANCA Y FINANZAS (Finance & Banking) Universidad de Alcalá Curso Académico 2015/16

2 GUÍA DOCENTE Nombre de la asignatura: Basics in R Código: Titulación en la que se imparte: Departamento y Área de Conocimiento: Carácter: Virtual Créditos ECTS: 1 MÁSTER UNIVERSITARIO EN BANCA Y FINANZAS (Finance & Banking) CC de la Computación Curso y cuatrimestre: 1º Dr. Jose Ignacio Olmeda Martos Profesor Titular UAH Profesorado: Enrique Ascordebeitia He holds a bachelor s degree in Business Administration ( Mención Especial al Rendimiento Académico ) and a Masters in Quantitative Finance. He has been a visiting scholar at several foreign universities. He is currently a researcher at the SUN Microsystems Laboratory of Computational Finance. Horario de Tutoría: Idioma en el que se imparte: Inglés 1. PRESENTACIÓN During the last few years, the Financial World has changed largely to become more global and complex. As a result, the new environment that financial companies face nowadays has become completely different as in the past. This new environment implies the development and use of scientific tools to analyze financial data as fast as possible in order to make the right decision on time. R is a powerful, great tool that makes this possible. Prerrequisitos y Recomendaciones (si es pertinente) 2. COMPETENCIAS Competencias genéricas:

3 This subject aims to introduce the main features of R, especially concerning edition and manipulation of data and visualization of graphics as well as the main points of programming in the R language. Besides, we will focus on some interesting functions, specially the financial-related ones. 3. CONTENIDOS Bloques de contenido (se pueden especificar los temas si se considera necesario) Total de clases, créditos u horas Introduction 4 h Programming I 4 h Programming II 4 h Applications and Cases 4 h Cronograma (Optativo) Semana / Sesión 01ª 02ª and 03ª 04ª Introduction Contenido In the first session, we will introduce to the students the basics in R, that is, how to work into the R environment, how to type commands, how to create and operate with vectors and matrices. Besides that, we will see how import data from extern sources like Excel,.csv or.txt files. We will also see how to represent that information and visualize different kinds of graphs and plots (both in 2D and 3D). Programming I & II During these two sessions we will introduce the main issues in programming with R. We will focus on the so-called flow control, which includes the conditional statements ( if constructions) as well as loops (typically, for constructions). We will illustrate that with lots of examples and exercises. Aplications and Cases In the last session we will apply every thing learned before together to more complex problems. We will see a collection of typical and useful problems for the students, specially related to Equiity & Fixed Income subject.

4 4. METODOLOGÍAS DE ENSEÑANZA-APRENDIZAJE.-ACTIVIDADES FORMATIVAS 4.1. Distribución de créditos(especificar en horas) Número de horas presenciales: 16 Número de horas del trabajo propio del estudiante: 24 Total horas Estrategias metodológicas, materiales y recursos didácticos The class will be devoted to the explanation of the main features of R as well as the basic concepts in programming. All the issues of the subject will be illustrated with numerous examples and cases in class, in a way that all students can follow and understand the sessions properly. Students are assumed to participate actively on-line; participation, though, it is not graded 5. EVALUACIÓN: Procedimientos, criterios de evaluación y de calificación 1 Evaluation: 1. Assignments:70%. 2. Final Exam: 30%. 6. BIBLIOGRAFÍA 1 Es importante señalar los procedimientos de evaluación: por ejemplo evaluación continua, final, autoevaluación, co-evaluación. Instrumentos y evidencias: trabajos, actividades. Criterios o indicadores que se van a valorar en relación a las competencias: dominio de conocimientos conceptuales, aplicación, transferencia conocimientos. Para el sistema de calificación hay que recordar la Normativa del Consejo de Gobierno del 16 de Julio de 2009: la calificación de la evaluación continua representará, al menos, el 60%. Se puede elevar este % en la guía.

5 Bibliografía Básica Besides the slides and class notes, there is a lot of R-related material online: books, demos and even M-Files.