Assignment 1 Empirical Finance: Methods and Applications February 13, 2021 • Datasets for problems 4, 5, and 6 are available on insendi. • You should…
# BS1033 Lecture 8 Analysis # Author: Chris Hansman # Email: chansman@imperial.ac.uk # Date : 25/02/20 #Loading Libraries library(tidyverse) #Function to Plot Images plt_img %…
Candidate Name: CID Number: MSc Risk Management and Financial Engineering Examinations 2018/2019 For internal Students of Imperial College of Science Technology and Medicine. This paper…
# Empirical Finance Lecture 4 Analysis (Part 2) # Author: Chris Hansman # Email: chansman@imperial.ac.uk # Date : 28/01/21 # Installing Packages #install.packages(“glmnet”) #install.packages(“glmnetUtils”) #Loading…
Problem 1: 15 Marks Suppose we see excess returns xit on m assets (i = 1,2,··· ,m) over T time periods (t = 1,2,··· ,T).…
# library we will be using next week library(tidyverse) # tidyverse allows us to write code in pipe x % sqrt # Now we are…
# Lecture 6 Analysis # Author: Chris Hansman # Email: chansman@imperial.ac.uk # Date : 14/02/32 #Loading Libraries library(tidyverse) #————————————————–# #Section 1: Loading Data #————————————————–# yields0105…
Problem 1: 25 Marks Consider the following model for yi: xi1 β1 y i = β 0 + X i′ β + ε…
# Lecture 8 Analysis (Part 1) # Author: Chris Hansman # Email: chansman@imperial.ac.uk # Date : 01/03/21 #install.packages(“kader”) #install.packages(“KernSmooth”) library(kader) library(tidyverse) library(KernSmooth) theme_set(theme_classic()) #———————————————- #…