This paper features an analysis of the relationship between the volatility of the Dow Jones Industrial Average (DJIA) Index and a sentiment news series using daily data obtained from the Thomson Reuters News Analytics (TRNA) provided by SIRCA (The Securities Industry Research Centre of the Asia...

This paper features a tri-criteria analysis of Eurekahedge fund data strategy index data. We use nine Eurekahedge equally weighted main strategy indices for the portfolio analysis. The tri-criteria analysis features three objectives: return, risk and dispersion of risk objectives in a...

Preface -- Introduction -- Data objects in R -- Data handling in R -- R programming & control flow -- Data exploration -- Graphics in R -- Regression analysis-1 -- Regression analysis-ii -- Time series analysis -- Extreme value theory modelling -- Introduction to multivariate analysis using...