Courses

S-PLUS Product Family�Provides�Flexible Data Analysis Solution for High-frequency�Financial Data presented by Dr. Eric Zivot, University of Washington

Date: March 16, 2004 at 8:30 a.m. PST, 11:30 a.m. EST

More information: www.insightful.com/news_events/webcasts/fin04/highfreq.asp

More and more,�academic researchers who study financial markets and practioners�in the finance industry are using high frequency financial data. Such�data is used for modeling the�market�dynamics to support real time or near real-time trading, transaction cost and price impact�modeling, as well as market microstructure issues such as price discovery, competition among related markets and the strategic behavior of market participants.�

S-PLUS, with it rich and flexible object oriented statistical modeling language,�time and date handling�and graphical facilities, is ideally suited for the analysis of high frequency data. In this presentation, Dr. Zivot�will show how�S-PLUS and S+FinMetrics can be used for summarizing and analyzing high frequency financial data. � Topics that will be addressed in this web seminar include

• S-PLUS time series and time date�objects
• Graphical analysis
• Creating market variables
• Descriptive analysis
• Modeling seasonality