Data Science for Finance

Catalog description

This course will introduce students to data science for financial applications using the Python programming language and its ecosystem of packages (e.g., Dask, Matplotlib, Numpy, Numba, Pandas, SciPy, Scikit-Learn, StatsModels). To do so, students will investigate a variety of empirical questions from different areas within finance by way of data labs, or case studies that rely on data and analytics. Some of the areas that may be covered in the course, subject to time constraints, include: FinTech, investment management, corporate finance, corporate governance, venture capital, private equity. The course will highlight how big data and data analytics shape the way finance is practiced. Some programming and experience is helpful though knowledge of Python is not assumed.