Publications by DR VY

Document

21.10.2020

1 List of Mergers files = paste0("C:/Users/dratnadiwakara2/Documents/OneDrive - Louisiana State University/Raw Data/HMDA/Ultimate Panel Data/",as.character(2000:2016),".fst") panel = lapply(files, read_fst, as.data.table = TRUE,columns=c("respondentid","agencycode","reportername","asofdate","parentname","parentidentifier","reporterhomecity","re...

2721 sym R (105021 sym/61 pcs) 3 img

Document

06.01.2021

Web https://sites.google.com/view/dimuthu-ratnadiwakara/fin-4820 Course Overview This three-credit undergraduate course introduces students to financial applications of R programming. This course demonstrates how to use R for analyzing data and financial modeling. Using practical examples and real world data, students will learn basics of R prog...

4331 sym

Document

31.12.2020

rm(list=ls()) library(stargazer) library(plyr) library(lfe) library(zoo) library(scales) library(rdrobust) library(data.table) library(ggplot2) library(dplyr) library(fst) library(fixest) zdata[,Selling_premium:=zdata$sales_price/zdata$adj_purch_price] zdata[,Renter_fraction:=zdata$renters/zdata$totalpopulation] zdata[,Purchase_price...

217 sym R (37551 sym/30 pcs) 1 img

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16.12.2020

slr_tracts <- read.dbf(file = "C:/Users/dratnadiwakara2/Documents/OneDrive - Louisiana State University/Projects/Climate Change Mortgage/slr_tracts_orgslr.dbf",as.is = TRUE) slr_counties <- unique(substr(slr_tracts$FIPS,1,5)) slr_states <- unique(substr(slr_counties,1,2)) files <- NULL files <- c(files,list.files(pattern="*.fst",path = "C:/...

4367 sym R (54705 sym/38 pcs) 5 img

Document

29.10.2020

fundedloans <- read_fst(path = paste0(path,"fundedloans_trad_vs_upstart.fst"),as.data.table = T) 1 APR This section compares the difference between the APR the borrower would have received under the traditional underwriting model to the actual APR. The sample consists of funded loans in the second half of 2019 (CFPB model outputs are only availa...

1432 sym R (16220 sym/19 pcs) 14 img

Document

29.10.2020

loans <- read_fst(paste0(path,"loan_data_fico_prob_Oct272020.fst"),as.data.table = T) loans[,credithistorycat:=ifelse(individual_credit_history_days<120*12,"lt10","gt10")] loans[,year_term:=paste(loanyear,loan_term)] loans[,zip_year:=paste(zip,loanyear)] loans[,ficoby100:=cr_fico/100] setnames(loans, c("annual_income.x","borrower_a...

855 sym R (15188 sym/14 pcs) 2 img

Document

14.12.2020

slr_tracts <- read.dbf(file = "C:/Users/dratnadiwakara2/Documents/OneDrive - Louisiana State University/Projects/Climate Change Mortgage/slr_tracts_orgslr.dbf",as.is = TRUE) slr_counties <- unique(substr(slr_tracts$FIPS,1,5)) slr_states <- unique(substr(slr_counties,1,2)) files <- NULL files <- c(files,list.files(pattern="*.fst",path = "C:/...

4094 sym R (26602 sym/21 pcs) 3 img

Document

18.12.2020

1 What is R? R is a dialect of the S language. S language was developed by John Chambers as an internal statistical environment. Created in 1991 by Ross Ihaka and Robert Gentlemen. Announced to the public in 1993. It is free! Very active and vibrant user community. Facilitates data manupulation, calculation, and graphics. Base system runs most f...

5490 sym R (2268 sym/41 pcs)

Document

11.01.2021

class: center, middle, inverse, title-slide # Lecture 1 ## The Promise of FinTech ### Rajesh Narayanan ### Department of Finance, LSU ### 2021/01/11 (updated: 2021-01-10) --- # Table of contents 1. [Prologue](#prologue) 2. [FinTech](#FinTech) 3. [Course Overview](#Course Overview) 4. [Course Highlights](#Highlights) --- clas...

8230 sym

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09.01.2021

rm(list=ls()) library(stargazer) library(plyr) library(lfe) library(zoo) library(scales) library(rdrobust) library(data.table) library(ggplot2) library(dplyr) library(fst) library(fixest) zdata[,Selling_premium:=zdata$sales_price/zdata$adj_purch_price] zdata[,Renter_fraction:=zdata$renters/zdata$totalpopulation] zdata[,Purchase_price...

251 sym R (40053 sym/31 pcs) 2 img