FINE 6310 3.00
|Title||APPLICATIONS OF DATA SCIENCE IN FINANCE|
|Department||FINANCE - ROOM SSB N204A, (416) 736-5073 fax (416) 736-5687|
The focus 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-at-risk, and time-varying correlations. Students will learn about empirical methods in finance by performing statistical analysis on financial data.
Co-requisite: FINE 6200 3.00