2024/2025

Data Analysis in Finanses

Type: Mago-Lego

Delivered by: Department of Mathematical Economics

When: 3, 4 module

Open to: students of one campus

Instructors: Alexander V. Larin

Language: English

ECTS credits: 6

Contact hours: 64

Course Syllabus

Abstract

During the course, students gain practical abilities in using modern computer software and utilise the tools required to analyze financial data. The course covers the following main topics: importing financial data, primary processing and visualization, building a trading robot and evaluating the efficacy of the chosen strategy, cluster analysis, forming an investment portfolio, estimating the parameters of empirical models, forecasting.