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SAS for Finance

You're reading from   SAS for Finance Forecasting and data analysis techniques with real-world examples to build powerful financial models

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Product type Paperback
Published in May 2018
Publisher Packt
ISBN-13 9781788624565
Length 306 pages
Edition 1st Edition
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Author (1):
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Harish Gulati Harish Gulati
Author Profile Icon Harish Gulati
Harish Gulati
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Table of Contents (9) Chapters Close

Preface 1. Time Series Modeling in the Financial Industry FREE CHAPTER 2. Forecasting Stock Prices and Portfolio Decisions using Time Series 3. Credit Risk Management 4. Budget and Demand Forecasting 5. Inflation Forecasting for Financial Planning 6. Managing Customer Loyalty Using Time Series Data 7. Transforming Time Series – Market Basket and Clustering 8. Other Books You May Enjoy

A segmentation business problem

Sam, Jwels, and Darius are partners at a hedge fund that deals with the mining, e-commerce, and aviation sectors. Sam started the fund 10 years ago when he left his employer, the leading commodities fund in London. Vogue was set up with a handful of clients and Sam initially worked on wafer-thin margins to increase his clients and assets under management (AUM). Darius and Jwels joined later on in the first few years of the fund being set up, and brought both e-commerce and aviation expertise to Vogue. The last ten years have been exciting for Vogue. Profits have grown by double digits, apart from in 2008 and 2009. Some of their key clients lost big at that time, either with Vogue or elsewhere. This meant that Sam had to get in new partners and focus on retaining and growing his client base at the same time. Vogue had only started in 2006, and then...

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