Maria Lucia PARRELLA | STATISTICS AND DATA MINING LABORATORY
Maria Lucia PARRELLA STATISTICS AND DATA MINING LABORATORY
cod. 0222400018
STATISTICS AND DATA MINING LABORATORY
| 0222400018 | |
| DEPARTMENT OF ECONOMICS AND STATISTICS | |
| EQF7 | |
| STATISTICAL SCIENCES FOR FINANCE | |
| 2021/2022 |
| YEAR OF COURSE 1 | |
| YEAR OF DIDACTIC SYSTEM 2014 | |
| AUTUMN SEMESTER |
| SSD | CFU | HOURS | ACTIVITY | |
|---|---|---|---|---|
| SECS-S/01 | 10 | 60 | LESSONS |
| Objectives | |
|---|---|
| KNOWLEDGE AND UNDERSTANDING: PROVIDING THE STUDENTS WITH ADVANCED METHODOLOGICAL AND COMPUTATIONAL TOOLS, PARAMETRIC AND NONPARAMETRIC, FOR THE ANALYSIS OF TIME SERIES AND CROSS-SECTION DATASETS. APPLYING KNOWLEDGE AND UNDERSTANDING: MAKING STUDENTS ABLE TO IMPLEMENT ADVANCED TECHNIQUES FOR DATA ANALYSIS USING THE R PROGRAMMING LANGUAGE. |
| Prerequisites | |
|---|---|
| BASIC KNOWLEDGES OF STATISTICS |
| Contents | |
|---|---|
| INTRODUCTION TO DATA ANALYSIS USING THE STATISTICAL SOFTWARE R: DATA INPUT, DATA CLEANING, MISSING DATA PROCESSING, OUTLIER DETECTION TECHNIQUES, GRAPHS (12 HOURS). DATA MINING AND TEXT MINING (6 HOURS). ELEMENTS OF SIMULATION THEORY. INTRODUCTION TO NONPARAMETRIC METHODS FOR INFERENCE (6 HOURS). THE BOOTSTRAP PROCEDURE FOR INFERENCE. BOOTSTRAP FOR DEPENDENT DATA. (8 HOURS) SMOOTHING AND ITS MAIN PROPERTIES FOR DENSITY ESTIMATION AND FOR REGRESSION. (8 HOURS) PRINCIPAL COMPONENT ANALYSIS. (4 HOURS) CLUSTER ANALYSIS. (4 HOURS) PREPARING STATISTICAL REPORTS USING R-MARKDOWN. (6 ORE) PREPARING INTERACTIVE STATITICAL REPORTS USING THE R-PACKAGE SHINY. (6 ORE) ALL LESSONS INCLUDE EXERCISES AND APPLICATIONS USING R. |
| Teaching Methods | |
|---|---|
| LECTURES AND COMPUTER LABORATORY SESSIONS |
| Verification of learning | |
|---|---|
| THE EVALUATION OF THE PROFIT IS MADE ON THE BASIS OF A PRACTICAL TEST AND AN ORAL TEST. THE PRACTICAL TEST IS DEVOTED TO ASSESSING THE STUDENT'S CAPACITY TO APPLY THE TOOLS ACQUIRED DURING THE COURSE TO REALISTIC CONTEXTS. IT CONSISTS IN THE DEVELOPMENT OF A PROJECT WORK, USING THE STATISTICAL SOFTWARE R, IN WHICH A DATASET CHOSEN BY THE INSTRUCTOR IS ANALYSED. THE ORAL TEST, OF ABOUT 15 MINUTES, IS DEVOTED TO EVALUATING THE ARGUMENTATION CAPACITY, THE ACCURACY OF LANGUAGE AND THE ABILITY TO MAKE CRITICAL USE OF THE ACQUIRED STATISTICAL TOOLS. THE FINAL SCORE WILL TAKE INTO ACCOUNT BOTH THE WRITTEN AND ORAL EVALUATIONS. |
| Texts | |
|---|---|
| - APPLIED SMOOTHING TECHNIQUES FOR DATA ANALYSIS, A. BOWMAN AND A. AZZALINI, CLARENDON PRESS, OXFORD - ADDITIONAL MATERIALS PROVIDED BY THE TEACHER DURING THE COURSE |
| More Information | |
|---|---|
| FURTHER MATERIAL (DATA, SOFTWARE, LECTURE NOTES) WILL BE PUBLISHED ON THE INSTRUCTOR'S WEBSITE. |
BETA VERSION Data source ESSE3 [Ultima Sincronizzazione: 2022-11-21]
