Basics in R

Basics in R
MÁSTER UNIVERSITARIO EN BANCA Y
FINANZAS (Finance & Banking)
Universidad de Alcalá
Curso Académico 2015/16
GUÍA DOCENTE
Nombre de la asignatura:
Código:
Basics in R
201552
Titulación en la que se imparte:
MÁSTER UNIVERSITARIO EN BANCA Y
FINANZAS (Finance & Banking)
Departamento y Área de
Conocimiento:
CC de la Computación
Carácter:
Créditos ECTS:
Virtual
1
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:
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
Total de clases,
créditos u horas
Bloques de contenido (se pueden especificar los
temas si se considera necesario)
Introduction

4h
Programming I

4h
Programming II

4h
Applications and Cases

4h
Cronograma (Optativo)
Semana /
Sesión
Contenido

01ª
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).

02ª and 03ª
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.

04ª
Introduction
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. 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
40
4.2. 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 calificación1
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.
Bibliografía Básica
Besides the slides and class notes, there is a lot of R-related material online: books,
demos and even M-Files.