R as a Tool in Computational Finance View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2011-07-10

AUTHORS

John P. Nolan

ABSTRACT

R is a powerful, free program for statistical analysis and visualization. R has superb graphics capabilities and built-in functions to evaluate all common probability distributions, perform statistical analysis, and to do simulations. It also has a flexible programming language that allows one to quickly develop custom analyses and evaluate them. R includes standard numerical libraries: LAPACK for fast and accurate matrix multiplication, QUADPACK for numerical integration, and (univariate and multivariate) optimization routines. For compute intensive procedures, advanced users can call optimized code written in C or Fortran in a straightforward way, without having to write special interface code. More... »

PAGES

781-804

Book

TITLE

Handbook of Computational Finance

ISBN

978-3-642-17253-3
978-3-642-17254-0

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-642-17254-0_29

DOI

http://dx.doi.org/10.1007/978-3-642-17254-0_29

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1033058727


Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
Incoming Citations Browse incoming citations for this publication using opencitations.net

JSON-LD is the canonical representation for SciGraph data.

TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

[
  {
    "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
    "about": [
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/01", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Mathematical Sciences", 
        "type": "DefinedTerm"
      }, 
      {
        "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/0104", 
        "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
        "name": "Statistics", 
        "type": "DefinedTerm"
      }
    ], 
    "author": [
      {
        "affiliation": {
          "alternateName": "Department of Mathematics and Statistics, American University, 4400 Massachusetts Ave, North West, 20016-8050, Washington, DC, USA", 
          "id": "http://www.grid.ac/institutes/grid.63124.32", 
          "name": [
            "Department of Mathematics and Statistics, American University, 4400 Massachusetts Ave, North West, 20016-8050, Washington, DC, USA"
          ], 
          "type": "Organization"
        }, 
        "familyName": "Nolan", 
        "givenName": "John P.", 
        "id": "sg:person.011672042647.68", 
        "sameAs": [
          "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.011672042647.68"
        ], 
        "type": "Person"
      }
    ], 
    "datePublished": "2011-07-10", 
    "datePublishedReg": "2011-07-10", 
    "description": "R is a powerful, free program for statistical analysis and visualization. R has superb graphics capabilities and built-in functions to evaluate all common probability distributions, perform statistical analysis, and to do simulations. It also has a flexible programming language that allows one to quickly develop custom analyses and evaluate them. R includes standard numerical libraries: LAPACK for fast and accurate matrix multiplication, QUADPACK for numerical integration, and (univariate and multivariate) optimization routines. For compute intensive procedures, advanced users can call optimized code written in C or Fortran in a straightforward way, without having to write special interface code.", 
    "editor": [
      {
        "familyName": "Duan", 
        "givenName": "Jin-Chuan", 
        "type": "Person"
      }, 
      {
        "familyName": "H\u00e4rdle", 
        "givenName": "Wolfgang Karl", 
        "type": "Person"
      }, 
      {
        "familyName": "Gentle", 
        "givenName": "James E.", 
        "type": "Person"
      }
    ], 
    "genre": "chapter", 
    "id": "sg:pub.10.1007/978-3-642-17254-0_29", 
    "inLanguage": "en", 
    "isAccessibleForFree": false, 
    "isPartOf": {
      "isbn": [
        "978-3-642-17253-3", 
        "978-3-642-17254-0"
      ], 
      "name": "Handbook of Computational Finance", 
      "type": "Book"
    }, 
    "keywords": [
      "standard numerical libraries", 
      "common probability distributions", 
      "accurate matrix multiplication", 
      "computational finance", 
      "flexible programming language", 
      "optimization routine", 
      "probability distribution", 
      "numerical integration", 
      "statistical analysis", 
      "numerical libraries", 
      "matrix multiplication", 
      "straightforward way", 
      "intensive procedure", 
      "graphics capabilities", 
      "LAPACK", 
      "programming language", 
      "advanced users", 
      "interface code", 
      "free programs", 
      "QUADPACK", 
      "custom analyses", 
      "simulations", 
      "Fortran", 
      "code", 
      "multiplication", 
      "finance", 
      "function", 
      "analysis", 
      "integration", 
      "tool", 
      "routines", 
      "distribution", 
      "procedure", 
      "users", 
      "capability", 
      "way", 
      "language", 
      "visualization", 
      "library", 
      "program", 
      "superb graphics capabilities", 
      "compute intensive procedures", 
      "special interface code"
    ], 
    "name": "R as a Tool in Computational Finance", 
    "pagination": "781-804", 
    "productId": [
      {
        "name": "dimensions_id", 
        "type": "PropertyValue", 
        "value": [
          "pub.1033058727"
        ]
      }, 
      {
        "name": "doi", 
        "type": "PropertyValue", 
        "value": [
          "10.1007/978-3-642-17254-0_29"
        ]
      }
    ], 
    "publisher": {
      "name": "Springer Nature", 
      "type": "Organisation"
    }, 
    "sameAs": [
      "https://doi.org/10.1007/978-3-642-17254-0_29", 
      "https://app.dimensions.ai/details/publication/pub.1033058727"
    ], 
    "sdDataset": "chapters", 
    "sdDatePublished": "2021-12-01T20:05", 
    "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
    "sdPublisher": {
      "name": "Springer Nature - SN SciGraph project", 
      "type": "Organization"
    }, 
    "sdSource": "s3://com-springernature-scigraph/baseset/20211201/entities/gbq_results/chapter/chapter_317.jsonl", 
    "type": "Chapter", 
    "url": "https://doi.org/10.1007/978-3-642-17254-0_29"
  }
]
 

Download the RDF metadata as:  json-ld nt turtle xml License info

HOW TO GET THIS DATA PROGRAMMATICALLY:

JSON-LD is a popular format for linked data which is fully compatible with JSON.

curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/978-3-642-17254-0_29'

N-Triples is a line-based linked data format ideal for batch operations.

curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/978-3-642-17254-0_29'

Turtle is a human-readable linked data format.

curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/978-3-642-17254-0_29'

RDF/XML is a standard XML format for linked data.

curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/978-3-642-17254-0_29'


 

This table displays all metadata directly associated to this object as RDF triples.

113 TRIPLES      23 PREDICATES      68 URIs      61 LITERALS      7 BLANK NODES

Subject Predicate Object
1 sg:pub.10.1007/978-3-642-17254-0_29 schema:about anzsrc-for:01
2 anzsrc-for:0104
3 schema:author N4cf767b5a1ea41a0b1b9d9b5b1d3473f
4 schema:datePublished 2011-07-10
5 schema:datePublishedReg 2011-07-10
6 schema:description R is a powerful, free program for statistical analysis and visualization. R has superb graphics capabilities and built-in functions to evaluate all common probability distributions, perform statistical analysis, and to do simulations. It also has a flexible programming language that allows one to quickly develop custom analyses and evaluate them. R includes standard numerical libraries: LAPACK for fast and accurate matrix multiplication, QUADPACK for numerical integration, and (univariate and multivariate) optimization routines. For compute intensive procedures, advanced users can call optimized code written in C or Fortran in a straightforward way, without having to write special interface code.
7 schema:editor Nf9d45b14d864487d93346184d64da867
8 schema:genre chapter
9 schema:inLanguage en
10 schema:isAccessibleForFree false
11 schema:isPartOf Ndd2f3f6be44b4539a6a259a19e62f74e
12 schema:keywords Fortran
13 LAPACK
14 QUADPACK
15 accurate matrix multiplication
16 advanced users
17 analysis
18 capability
19 code
20 common probability distributions
21 computational finance
22 compute intensive procedures
23 custom analyses
24 distribution
25 finance
26 flexible programming language
27 free programs
28 function
29 graphics capabilities
30 integration
31 intensive procedure
32 interface code
33 language
34 library
35 matrix multiplication
36 multiplication
37 numerical integration
38 numerical libraries
39 optimization routine
40 probability distribution
41 procedure
42 program
43 programming language
44 routines
45 simulations
46 special interface code
47 standard numerical libraries
48 statistical analysis
49 straightforward way
50 superb graphics capabilities
51 tool
52 users
53 visualization
54 way
55 schema:name R as a Tool in Computational Finance
56 schema:pagination 781-804
57 schema:productId N96633702e497446f8028f2b617ad9280
58 Nf80da2572cce4ef9aed65b15820ba851
59 schema:publisher N9ccc966f454f417c90a0189967274a90
60 schema:sameAs https://app.dimensions.ai/details/publication/pub.1033058727
61 https://doi.org/10.1007/978-3-642-17254-0_29
62 schema:sdDatePublished 2021-12-01T20:05
63 schema:sdLicense https://scigraph.springernature.com/explorer/license/
64 schema:sdPublisher N6e82d2e157114817970a9cc85a938385
65 schema:url https://doi.org/10.1007/978-3-642-17254-0_29
66 sgo:license sg:explorer/license/
67 sgo:sdDataset chapters
68 rdf:type schema:Chapter
69 N088d5b6c3ca24d538cc27397c9168013 schema:familyName Gentle
70 schema:givenName James E.
71 rdf:type schema:Person
72 N4cf767b5a1ea41a0b1b9d9b5b1d3473f rdf:first sg:person.011672042647.68
73 rdf:rest rdf:nil
74 N611526577d0446fb902517a60367b4bf schema:familyName Duan
75 schema:givenName Jin-Chuan
76 rdf:type schema:Person
77 N6b537cc9e1ac4079bee19dac11e5b014 schema:familyName Härdle
78 schema:givenName Wolfgang Karl
79 rdf:type schema:Person
80 N6e82d2e157114817970a9cc85a938385 schema:name Springer Nature - SN SciGraph project
81 rdf:type schema:Organization
82 N96633702e497446f8028f2b617ad9280 schema:name doi
83 schema:value 10.1007/978-3-642-17254-0_29
84 rdf:type schema:PropertyValue
85 N9ccc966f454f417c90a0189967274a90 schema:name Springer Nature
86 rdf:type schema:Organisation
87 Na815df30ef2f48c8a545801a860a7df8 rdf:first N088d5b6c3ca24d538cc27397c9168013
88 rdf:rest rdf:nil
89 Nbb0dd479860b4c6688be2c5b3c9991c4 rdf:first N6b537cc9e1ac4079bee19dac11e5b014
90 rdf:rest Na815df30ef2f48c8a545801a860a7df8
91 Ndd2f3f6be44b4539a6a259a19e62f74e schema:isbn 978-3-642-17253-3
92 978-3-642-17254-0
93 schema:name Handbook of Computational Finance
94 rdf:type schema:Book
95 Nf80da2572cce4ef9aed65b15820ba851 schema:name dimensions_id
96 schema:value pub.1033058727
97 rdf:type schema:PropertyValue
98 Nf9d45b14d864487d93346184d64da867 rdf:first N611526577d0446fb902517a60367b4bf
99 rdf:rest Nbb0dd479860b4c6688be2c5b3c9991c4
100 anzsrc-for:01 schema:inDefinedTermSet anzsrc-for:
101 schema:name Mathematical Sciences
102 rdf:type schema:DefinedTerm
103 anzsrc-for:0104 schema:inDefinedTermSet anzsrc-for:
104 schema:name Statistics
105 rdf:type schema:DefinedTerm
106 sg:person.011672042647.68 schema:affiliation grid-institutes:grid.63124.32
107 schema:familyName Nolan
108 schema:givenName John P.
109 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.011672042647.68
110 rdf:type schema:Person
111 grid-institutes:grid.63124.32 schema:alternateName Department of Mathematics and Statistics, American University, 4400 Massachusetts Ave, North West, 20016-8050, Washington, DC, USA
112 schema:name Department of Mathematics and Statistics, American University, 4400 Massachusetts Ave, North West, 20016-8050, Washington, DC, USA
113 rdf:type schema:Organization
 




Preview window. Press ESC to close (or click here)


...