Big Data in Finance (CI30002)

General information

Type:	OP	Curs:	1	Period:	S semester
ECTS Credits:	3 ECTS

Teaching Staff:

Group	Teacher	Department	Language
	Miquel Noguer Alonso	Economía, Finanzas y Contabilidad	ENG

Prerequisites

- Basic programming : Python, Matlab or R
- Maths : Linear algebra , Statistics and probability

Course Learning Objectives

Learn the theory and practice of Big Data in Finance

CONTENT

1. Introduction Big Data in Finance
2. Software and Tools: Hadoop ,SPARK and Google cloud
3. Highlighted Data Providers
4. Structured and Unstructured Data. Providing Structure to Unstructured Data
5. Modern Data Analysis: Econometrics and Machine Learning
6. Sentiment Analysis in Finance
7. High Frequency Trading
8. Big Data and Fintech companies
9. Applications of Big Data in Finance

1. Introduction Big Data in Finance

2. Software and Tools: Hadoop ,SPARK and Google cloud

3. Highlighted Data Providers

4. Structured and Unstructured Data. Providing Structure to Unstructured Data

5. Modern Data Analysis: Econometrics and Machine Learning

6. Sentiment Analysis in Finance

7. High Frequency Trading

8. Big Data and Fintech companies

9. Applications of Big Data in Finance

Methodology

Lectures - Instructor and guest lectures

Assessment criteria

Grading

- Homework : 25%
- Final Exam : 35%
- Big data Finance Project : 40%

Bibliography

Recommended :

- The elements of statistical learning . Trevor Hastie, Robert Tibshirani, Jerome Friedman. Springer 2009
- Doing Data Science. Rachel Schutt and Cathy O'Neil. O'Reilly. 2013

Timetable and sections

Group	Teacher	Department
	Miquel Noguer Alonso	Economía, Finanzas y Contabilidad

Timetable

From 2019/4/23 to 2019/6/18:
Each Tuesday from 15:30 to 18:30.