FIN 412Introduction to Financial Data Analytics

Catalog

(3 crs.) The vast proliferation of data and the increasing complexity of technology continue to transform the way financial markets and the finance industry operate and compete. This course covers the foundations of finance and statistical methods, and how to perform data analysis in real world financial data using a modern statistical programming environment. Topics may include but are not limited to: an introduction to Python programming language, the techniques how to evaluate the risk-reward trade off in modern portfolio theory, analyzing time series data, and developing algorithmic trading strategies. Finally, a short introduction to machine learning applications concludes the course. (Lec. 3/Online)