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Big Data in Finance (19CBA30002)

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

Workload distribution


Course Learning Objectives

Learn the theory and practice of Big Data in Finance

CONTENT

1. Introduction Big Data in Finance

2. Alternative Data

3. Software and Tools: Hadoop , KDB+ and MongoDB

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

5. Modern Data Analysis 1: Econometrics

6. Modern Data Analysis 2 : Machine Learning

7. Modern Data Analysis 3 : Natural Language Processing in Finance

8. High Frequency Trading

9. Big Data and Fintech companies

10. 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