Publications by C. Alberto Dorantes Dosamantes, Ph.D.

Workshop 2 Solution - Financial Programming

01.03.2022

1 Introduction In the following section I describe one or two approaches to solve the challenges of this workshop. Remember that these solutions are not the unique or the best solutions. You can use these solutions as guidelines to keep improving your programming skills. Remember that the only way to learn programming is PRACTICE, PRACTICE AND PR...

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Workshop 3 Solution - Financial Econometrics II

09.03.2022

1 Hand-on activity We will work with an online dataset that contains sales data of different consumer products. The data was created using real products, but the names of the products were changed due to privacy issues. Download the excel file from a web site: download.file("http://www.apradie.com/ec2004/salesbrands3.xlsx", "salesbrands3.xlsx", m...

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Workshop 4 Solution - Financial Econometrics II

16.03.2022

1 Q CHALLENGE - Modelling consumer sales with an ARIMA/SARIMA model Go to the course site (Material) and download Dr. Nau slides about ARIMA/SARIMA models. Read the slides and focus on his recommendations to select the number of p, d, q, P, D, Q for any ARIMA/SARIMA model. Download the following Dataset: download.file("http://www.apradie.com...

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Workshop 6 - Financial Econometrics II

30.03.2022

1 General directions for this Workshop You will work in RStudio. Create an R Notebook document (File -> New File -> R Notebook), where you have to write whatever is asked in this workshop. At the beginning of the R Notebook write Workshop 2 - Financial Econometrics II and your name (as we did in previous workshop). You have to replicate all t...

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Workshop 6 Solution - Financial Programming

05.04.2022

1 Introduction In the following section I describe an approach to solve the challenges of this workshop. Remember that these solutions are not the unique or the best solutions. You can use these solutions as guidelines to keep improving your programming skills. Remember that the only way to learn programming is PRACTICE, PRACTICE AND PRACTICE… ...

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Workshop 7 - Financial Programming

05.04.2022

1 General directions for this Workshop You will work in RStudio. Create an R Notebook document to write whatever is asked in this workshop. You have to solve CHALLENGE exercises. It is STRONGLY RECOMMENDED that you write your OWN NOTES as if this were your notebook. Your own workshop/notebook will be very helpful for your further study. Keep savi...

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Workshop 9 - Financial Econometrics II

27.04.2022

1 General directions for this Workshop You will work in RStudio. Create an R Notebook document (File -> New File -> R Notebook), where you have to write whatever is asked in this workshop. At the beginning of the R Notebook write Workshop 9 - Financial Econometrics II and your name (as we did in previous workshop). You have to replicate all t...

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Workshop 8 Solution - Financial Programming

26.04.2022

1 Introduction This is a possible solution to Workshop 8. Remember that it can be many different good solutions for this workshop. I will illustrate how I solved it. The best way to learn is compare your attempt for W7 with this solution, and identify what you missed and how you can improve your code. Improve your code not only by copying or ...

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Workshop 2 - Time Series

20.05.2022

1 General directions for this Workshop You will work in RStudio. You can go to the RStudio web site and follow instructions to download the R software and the free version of RStudio. It is strongly recommended to have the latest version of R and RStudio. Once you are in RStudio, do the following. Create an R Notebook document (File -> New File -...

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Workshop 1 - Financial Time Series

10.05.2022

You will work in RStudio. You can go to the RStudio web site and follow instructions to download the R software and the free version of RStudio. It is strongly recommended to have the latest version of R and RStudio. Once you are in RStudio, do the following. Create an R Notebook document (File -> New File -> R Notebook), where you have to write ...

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