• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site
2022/2023

Python in Finance

Category 'Best Course for Career Development'
Category 'Best Course for Broadening Horizons and Diversity of Knowledge and Skills'
Category 'Best Course for New Knowledge and Skills'
Type: Mago-Lego
Delivered by: School of Finance
When: 1, 2 module
Open to: students of one campus
Instructors: Gleb Vasiliev
Language: English
ECTS credits: 6
Contact hours: 56

Course Syllabus

Abstract

This is an introductory course on programming in Python, one of the most popular data-centric programming languages widely used across industries and in the academic environment. The increased demand for decision making based on insights from data results in an increased demand for qualified experts with a strong data analysis skillset. With this in mind, starting from language fundamentals, we will concentrate on practical approaches to solving basic problems, from collecting and importing data to generating reports. The main goal of the course is to provide the students with programming toolbox, form competence in basic Python as well as data-related Python libraries, and also prepare the students for studying more advanced topics and conducting rigorous empirical analyses on their own.
Learning Objectives

Learning Objectives

  • The course is aimed at developing basic Python programming skills necessary for data analysis. Upon completion, students will be able to use Python in their analytical work and complete all the essential steps of data engineering and analysis, from gathering, loading, and transforming data to building simple models and generating reports.
Expected Learning Outcomes

Expected Learning Outcomes

  • Be able to write Python code
  • Be able to import data, including typical financial data
  • Be able to transform data and merge multiple datasets
  • Be able to draw basic plots
  • Be able to present the results of data analysis in Jupyter notebooks.
Course Contents

Course Contents

  • Introduction to Python
  • Data Manipulation With Pandas
  • Intermediate Data Manipulation With Pandas
  • Importing Data in Python
  • Working with dates and times in Python. Strings in Python
  • Visualizing Data With Matplotlib and Seaborn
  • Exploratory Data Analysis in Python. Cleaning Data
  • Writing Functions
  • Basic Web Scraping in Python
  • Basic Predictive Modelling Toolbox
Assessment Elements

Assessment Elements

  • non-blocking Programming assignment
    The graded programming assignment consists of ten simple exercises on various language elements.
  • non-blocking Final project
    The main goal of the final project is to showcase the skills gained during the course. The project involves writing original Python code and presenting the results in class during a one-on-one discussion with the lecturer. There are two possible paths to follow. The students are free to choose the path and the project. However, this choice should be approved by the lecturer by December 1st. The deadline for the project is the day before the last class of the 2nd module. Path 1: Student proposes a final project. The student following Path 1 tackles any reasonable problem using Python, from completing a work- or study- related task to doing a hobby project. The final result should include a Jupyter Notebook or a Python script. Path 2: Course instructor proposes a final project. The student following Path 2 receives a dataset for the analysis from the course instructor and should formulate a valid research question that can be solved using Python. The final result should include a Jupyter Notebook or a Python script.
Interim Assessment

Interim Assessment

  • 2022/2023 2nd module
    0.2 * Programming assignment + 0.8 * Final project
Bibliography

Bibliography

Recommended Core Bibliography

  • Vanderplas, J. T. (2016). Python Data Science Handbook : Essential Tools for Working with Data (Vol. First edition). Sebastopol, CA: Reilly - O’Reilly Media. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=nlebk&AN=1425081

Recommended Additional Bibliography

  • G. Nair, V. (2014). Getting Started with Beautiful Soup. Birmingham, UK: Packt Publishing. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=691839
  • Romano, F. (2015). Learning Python. Birmingham: Packt Publishing. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=nlebk&AN=1133614

Authors

  • Стародумова Алина Александровна
  • VASILEV GLEB ALBERTOVICH