https://github.com/qin-yu/r-global-financial-crisis

2018 [R] Data analysis: What happened during the 2007-09 financial crisis?
https://github.com/qin-yu/r-global-financial-crisis

data-analysis data-visualization finance financial-analysis industry r risk-management statistical-analysis statistical-methods

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2018 [R] Data analysis: What happened during the 2007-09 financial crisis?

Host: GitHub
URL: https://github.com/qin-yu/r-global-financial-crisis
Owner: qin-yu
License: mit
Created: 2018-06-27T14:28:42.000Z (over 7 years ago)
Default Branch: master
Last Pushed: 2021-06-03T12:13:25.000Z (over 4 years ago)
Last Synced: 2023-09-28T18:29:46.338Z (about 2 years ago)
Topics: data-analysis, data-visualization, finance, financial-analysis, industry, r, risk-management, statistical-analysis, statistical-methods
Language: R
Homepage:
Size: 9 MB
Stars: 4
Watchers: 1
Forks: 1
Open Issues: 0
Metadata Files:
- Readme: README.md
- License: LICENSE

Awesome Lists containing this project

README

# Statistical Analysis of Global Financial Crisis 2007/09
by **Qin Yu**, Jun 2018

[![GitHub license](https://img.shields.io/badge/license-MIT-blue.svg)](https://github.com/qin-yu/ml-julia-boston-housing/blob/master/LICENSE)
[![R](https://img.shields.io/badge/R-v3.5.1-blue.svg)](https://julialang.org/blog/2018/08/one-point-zero)

This is the coursework for the master level statistics course [ME317](https://www.lse.ac.uk/study-at-lse/Summer-Schools/Summer-School/Assets/Documents/Course-Outlines/2018/Research-Methods-Data-Science-and-Mathematics/ME317-course-outline-2018.pdf)/[ST429](https://www.lse.ac.uk/resources/calendar2020-2021/courseGuides/ST/2020_ST429.htm) Statistical Methods for Risk Management at LSE.

To analyse the stock price data, statistically, during the Global Financial Crisis, the auther
used R on selected once including 8 stocks for the financial industry (and the average), 4
stocks for the technology industry, and 4 stocks for the energy industry, from 1st July 2006
to 30th june 2011 (but focus on 1st Jan. 2007 to 31st Dec 2010). With illustrations, we shall
see from a mathematical and statistical point of view, what happend to these industries in
the Global financial crisis.

## Selected Graphs

### Historical Simulation & Quantile-Quantile