R resources
for quantitative analysis in practice
This web is a source of examples
for the analysis of data using R. We present many
applications in finance and Insurance. Some recent
methods are also included. All examples contain
downloadable data and R programs scripts. References
to the methods and theoretical background are briefly
outlined.
- Sampling methods
- Predictive modelling
- Non-parametric data analysis
- GlueVaR risk measures
- Performance measurement of pension strategies
- Risk estimation using copulas
- Distorsion risk measures
- Uncertainty-index
- Joint-modelling insurance data set
- Drug tests data set
- Applied quantile regression
- Interpolation of quantile regression
New items are regularly added when they are ready and made available by UB riskcenter members and affiliates who wish to share them. Authors should be acknowledged and the source should be cited properly.
Some open-source data sets are available here:
- Universitat de Barcelona - Last Updated: 02-20-2015