bdemeshev / icef_r4finance_2021

ICEF R for finance course. Part 1: introduction into R

ICEF R for finance course.

Part 1: introduction into R

Useful links:

• R cheat sheets

• Rstudio webinars

• stats stackexchange forum for your questions

• r-bloggers for fun and inspiration

• rdrr.io: search engine dedicated to R

• R intro, v3: my introduction to R course in russian with Olga Gnilova

Online books

• Hadley Wickham, R for data science

• Rob Hyndman, Forecasting principles and practice

• Principles of econometrics with R

• Introduction to econometrics with R

• Graphics with ggplot2 package.

Installation guides

• in russian

• in english

• Just use google colab.to/r without installing.

Videos of this course

Part I videos

Home assignments

1. Register on datacamp.

2. Register on github.

3. Fill in the form.

4. Complete the courses

Forecasting using R

Arima models in R

Deadline: exam date, 21:00 MSK.

Note: the forecasting field is rapidly evolving and these two courses use old syntax. The code will work but some things may be done simplier :)

If you think that these two courses are useless for you then just write me a letter and propose any two other datacamp time series courses as a replacement. Probably I will accept your proposal.