Name: Big-data -in Finance - In-Class Presentation Assignment - Solved
SKU: 88678
Price: 35.00 USD
Availability: InStock

[SOLVED] Big-data -in Finance - In-Class Presentation Assignment

35.00 $

Programming resource

Big-Data Digital learning resource

✓ Practical programming resource

✓ Suitable for guided study and reference

✓ Tutor guidance available when needed

Description

5/5 - (1 vote)

1 Some curated datasets

We have placed two broad groups of datasets on the Hub that you can download if you wish to use them, but recall that you are welcome to use any other datasets that you like (more on this below in the next Section).

Lending Club Loan Data for Credit Analysis: LendingClub is a peer-topeer lending company. The company historically made datasets available which documented the performance and characteristics of issued loans. We have put together a data file that contains a selection of these loans, randomly reducing the number of loans that were fully repaid so as reduce the size of the dataset to facilitate easy analysis. If you are having trouble working with the file because of its size, you should feel free to remove observations as you see fit. The dataset contains one line per loan issued. The first column (loan status) will tell you whether the loan was fully repaid or charged-off. Note that in the event of a charge-off, some amount may still be recovered (see field variable recoveries). The remaining columns will provide additional characteristics about the loan or borrower. A detailed description of the variables is also provided in the file Lending Club Dictionary.csv.

Stock Returns and Characteristics Data for Asset Management Analysis: This dataset comprises multiple files, listed below.

Returns Data.csv is the main data file, which contains monthly stock returns and other price and liquidity related variables for 500 U.S. stocks. In addition to stock-level returns, the file contains: VOL, the aggregate trading volume on the stock in each month expressed in hundreds of shares; and PRC, the price of the stock. Moreover, the variables VWRETD and EWRETD provide the value-weighted and equal-weighted cum-dividend index returns on the S&P500. These data are from CRSP.
Stock Characteristics Data.csv contains stock characteristics published by firms every quarter (from their SEC 10-Q filings). Be careful how you merge the return and characteristic datasets, as characteristics data are only available to investors *after* the month of release. These data are from Compustat/Capital IQ.
Time Series Data.csv contains time series data from Goyal and Welch’s 2007 paper ”A Comprehensive Look at the Empirical Performance of Equity Premium Prediction”. The data were downloaded from Ivo Welch’s website

(https://www.ivo-welch.info/professional/goyal-welch/)