Anzeige
Erschienen in:
2015 | OriginalPaper | Buchkapitel
Working with Data
verfasst von : Harry Georgakopoulos
Erschienen in: Quantitative Trading with R
Verlag: Palgrave Macmillan US
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
Financial data comes in many forms and sizes. In this book, we will mostly concern ourselves with a particular class of financial data, namely, time series data. Time series data contain a time component that is primarily used as an index (key) to identify other meaningful values. Another way to think about time series data is as key-value pairs in which the key is the time, and the value is either a single entry or a vector of entries. The following table gives an idea of what a typical daily time series for the stock AAPL might look like. This data was downloaded from Yahoo1 in the form of a .csv file.