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SAS for finance [electronic resource] : forecasting and data analysis techniques with real-world examples to build powerful financial models

SAS for finance [electronic resource] : forecasting and data analysis techniques with real-world examples to build powerful financial models

Material type
E-Book(소장)
Personal Author
Gulati, Harish.
Title Statement
SAS for finance [electronic resource] : forecasting and data analysis techniques with real-world examples to build powerful financial models / Harish Gulati.
Publication, Distribution, etc
Birmingham, UK :   Packt Publishing,   2018.  
Physical Medium
1 online resource (iii, 290 p.) : ill.
ISBN
9781788622486 (electronic bk.) 1788622480 (electronic bk.) 9781788624565
General Note
Title from e-Book title page.  
Bibliography, Etc. Note
Includes bibliographical references and index.
이용가능한 다른형태자료
Issued also as a book.  
Subject Added Entry-Topical Term
Business enterprises --Finance --Computer programs. Business forecasting.
Short cut
EBSCOhost   URL
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020 ▼a 1788622480 (electronic bk.)
020 ▼a 9781788624565
035 ▼a 1823662 ▼b (N$T)
035 ▼a (OCoLC)1041187772
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100 1 ▼a Gulati, Harish.
245 1 0 ▼a SAS for finance ▼h [electronic resource] : ▼b forecasting and data analysis techniques with real-world examples to build powerful financial models / ▼c Harish Gulati.
246 3 ▼a Statistical analysis system for finance
260 ▼a Birmingham, UK : ▼b Packt Publishing, ▼c 2018.
300 ▼a 1 online resource (iii, 290 p.) : ▼b ill.
500 ▼a Title from e-Book title page.
504 ▼a Includes bibliographical references and index.
530 ▼a Issued also as a book.
538 ▼a Mode of access: World Wide Web.
630 0 0 ▼a SAS (Computer file).
650 0 ▼a Business enterprises ▼x Finance ▼x Computer programs.
650 0 ▼a Business forecasting.
856 4 0 ▼3 EBSCOhost ▼u https://oca.korea.ac.kr/link.n2s?url=http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1823662
945 ▼a KLPA
991 ▼a E-Book(소장)

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/e-Book Collection/ Call Number CR 005.55 Accession No. E14013453 Availability Loan can not(reference room) Due Date Make a Reservation Service M

Contents information

Table of Contents

Cover -- Title Page -- Copyright and Credits -- Packt Upsell -- Contributors -- Table of Contents -- Preface -- Chapter 1: Time Series Modeling in the Financial Industry -- Time series illustration -- The importance of time series -- Forecasting across industries -- Characteristics of time series data -- Seasonality -- Trend -- Outliers and rare events -- Disruptions -- Challenges in data -- Influencer variables -- Definition changes -- Granularity required -- Legacy issues -- System differences -- Source constraints -- Vendor changes -- Archiving policy -- Good versus bad forecasts -- Use of time series in the financial industry -- Predicting stock prices and making portfolio decisions -- Adhering to Basel norms -- Demand planning -- Inflation forecasting -- Managing customer journeys and maintaining loyalty -- Summary -- References -- Chapter 2: Forecasting Stock Prices and Portfolio Decisions using Time Series -- Portfolio forecasting -- A portfolio demands decisions -- Forecasting process -- Visualization of time series data -- Business case study -- Data collection and transformation -- Model selection and fitting -- Part A – Fit statistics -- Part B - Diagnostic plots -- Part C - Residual plots -- Dealing with multicollinearity -- Role of autocorrelation -- Scoring based on PROC REG -- ARIMA -- Validation of models -- Model implementation -- Recap of key terms -- Summary -- Chapter 3: Credit Risk Management -- Risk types -- Basel norms -- Credit risk key metrics -- Exposure at default -- Probability of default -- Loss given default -- Expected loss -- Aspects of credit risk management -- Basel and regulatory authority guidelines -- Governance -- Validation -- Data -- PD model build -- Genmod procedure -- Proc logistic -- Proc Genmod probit -- Summary -- Chapter 4: Budget and Demand Forecasting -- The need for the Markov model -- Business problem -- Markovian model approach -- ARIMA model approach -- Markov method for imputation -- Summary -- Chapter 5: Inflation Forecasting for Financial Planning -- What is inflation? -- Reasons for inflation -- Inflation outcome and the Philips curve -- Winners and losers -- Business case for forecasting inflation -- Data-gathering exercise -- Modeling methodology -- Multivariate regression model -- Forward selection model -- Backward selection -- Maximize R -- Univariate model -- Summary -- Chapter 6: Managing Customer Loyalty Using Time Series Data -- Advantages of survival modeling -- Key aspects of survival analysis -- Data structure -- Business problem -- Data preparation and exploration -- Non-parametric procedure analysis -- Survival curve for groups -- Survival curve and covariates -- Parametric procedure analysis -- Semi-parametric procedure analysis -- Summary -- Chapter 7 : Transforming Time Series – Market Basket and Clustering -- Market basket analysis -- Segmentation and clustering -- MBA business problem -- Data preparation for MBA -- Assumptions for MBA -- Analysis of a set size of two -- A segmentation business problem -- Segmentation overview -- Clustering methodologies -- Segmentation suitability in the current scenario -- Segmentation modeling -- Summary -- Other Books You May Enjoy -- Index -- .

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