FIRE 691 Special Topic:
Financial Analytics
Spring 2021Wednesdays, 7:00-9:40 PM
Lawrence TentorModality: RONA 👩🏽💼 / 📡The topic of Financial Analytics lives at the intersection of finance, mathematics and computer science as depicted in Figure 1. Building on your finance knowledge, we will tackle a number of analytics-based projects.
We will draw upon other classes in the curriculum for domain knowledge; projects may be in the areas of accounting, markets, real estate, financial institutions, statistics, financing under uncertainty, investments and security analysis, risk management and derivatives. While some domain knowledge would be of assistance, we will be drilling down into specific problems that will be supported with specific in-class materials.
We will be extending and revisiting statistics knowledge as we work on data profiling, and modeling during some projects. While any programming skills will be helpful; we will start from the beginning using a high-level analytics language. A number of course assignments will come from DataCamp as learning the new skills will take time both inside and outside the classroom. Our objective in this class we will develop skills of data management, wrangling, modeling and visualization as tools for implementing financial analytics.
Class time will be divided into domain knowledge (that will build upon related classes), analytic programming, data understanding, and data manipulation. The deliverables for this class will primarily be in class participation through interactive polling, homework assignments and projects, as well as a a mid-term and final exam. By the end of the class students will have a portfolio of reproducible financial analysis projects where they have explored a number of analytic tools and financial topics.
Prerequisites: FIRE 520 and SCMA 524
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