Publications by C. Alberto Dorantes Dosamantes, Ph.D.
CADI-Business Analytics Applications
1 Introduction to the course This is course is part of the “CADI”: Business Analytics for beginners. Business analytics (BA) covers several functional areas in business such as: marketing, finance, human resources, logistics. In this course I will focus on basic applications of BA in Finance and Economics using the R/RStudio platform. The obj...
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Workshop 3 - Financial Econometrics II
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). Create an R Notebook document (...
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Workshop 3 - Financial Programming
1 General directions for this Workshop You will work in 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 whatever is asked in this workshop. More specifically, you have to: Replicate a...
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Workshop 2 - Financial Programming
1 General directions for this Workshop You will work in RStudio. Create an R Notebook document 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 the steps explained in this workshop, and ALSO you hav...
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Workshop 1 solution - Financial Econometrics I
1 Financial returns A financial simple return for a stock (\(R_{t}\)) is calculated as a percentage change of price from the previous period (t-1) to the present period (t): \[ R_{t}=\frac{\left(Adjprice_{t}-Adjprice_{t-1}\right)}{Adjprice_{t-1}}=\frac{Adjprice_{t}}{Adjprice_{t-1}}-1 \] For example, if the adjusted price of a stock at the end o...
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Workshop 1 - Financial Econometrics I
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. You have to replicate all the steps explained in this workshop, and ALSO you have to do whatever is asked. Any QUESTION or any STEP you need to do will be writ...
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Workshop 1 - Financial Econometrics I
1 General directions for this Workshop You will work in 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 whatever is asked in this workshop. More specifically, you have to: Replicate a...
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Workshop 2 - Financial Econometrics II
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). Create an R Notebook document (...
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Workshop 2 solution - Financial Econometrics I
1 Q Analyzing Histograms of returns We start clearing our R environment: rm(list=ls()) # To avoid scientific notation for numbers: options(scipen=999) Using the getsymbols function, download MONTHLY prices of the Mexican market index (^MXX), the IPyC (Índice de Precios y Cotizaciones), and also download the S&P500 index from the US market (^G...
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Workshop 3 - Financial Econometrics I
1 General directions for this Workshop You will work in RStudio. Create an R Notebook document to write whatever is asked in this workshop. At the beginning of the R Notebook write Workshop 3 - Financial Econometrics II and your name (as we did in previous workshop). You have to replicate all the steps explained in this workshop, and ALSO you hav...
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