2025/2026

Анализ данных в финансах

ID 1035757

Лучший по критерию «Полезность курса для Вашей будущей карьеры»

Лучший по критерию «Полезность курса для расширения кругозора и разностороннего развития»

Статус: Маго-лего

Кто читает: Департамент экономики и анализа данных

Где читается: Факультет экономики НИУ ВШЭ (Нижний Новгород)

Когда читается: 3, 4 модуль

Охват аудитории: для своего кампуса

Преподаватели: Ларин Александр Владимирович

Язык: английский

Кредиты: 6

Контактные часы: 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.

Learning Objectives

• The goal of this course is to develop and improve skills in financial data analysis with Python.

Expected Learning Outcomes

• Importing data from various sources
• Preprocess financial data
• Visualize financial data
• Perform event study
• Perform cluster analysis
• Perform time series analysis

Course Contents

• Data import
• Data preprocessing
• Data visualization
• Event study
• Cluster analysis
• Time series

Assessment Elements

• Activity at seminars
• Exam

Interim Assessment

• 2025/2026 4th module
  0.5 * Exam + 0.5 * Activity at seminars

Bibliography

Recommended Core Bibliography

• Introduction to Programming Concepts - Python - CCBY4_052 - Open Education Resource Team - 2022 - Open Educational Resources: libretexts.org - https://ibooks.ru/products/390838 - 390838 - iBOOKS
• Introduction to Statistics and Data Analysis, With Exercises, Solutions and Applications in R, Christian Heumann, Michael Schomaker, Shalabh, Springer Nature Switzerland AG 2022, 978-3-031-11833-3, published: 30 January 2023
• Pandas for everyone : Python data analysis, Chen, D. Y., 2023

Recommended Additional Bibliography

• Brooks,Chris. (2019). Introductory Econometrics for Finance. Cambridge University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.cup.cbooks.9781108422536

Authors

• LARIN ALEKSANDR VLADIMIROVICH