FINE 3310 3.00
|Title||APPLICATIONS OF DATA SCIENCE IN FINANCE|
The focus of this course is on using modern programming to perform statistical analysis as used in finance. Applications include assessing properties of asset returns, testing asset pricing models, conducting event studies, understanding simulation methods and panel data analysis, and modelling volatility, value-atrisk, and time-varying correlations. Students will learn about empirical methods in finance by performing statistical analysis on financial data.