2026/2027
Анализ данных в финансах
Статус:
Маго-лего
Кто читает:
Департамент экономики и анализа данных
Где читается:
Факультет экономики НИУ ВШЭ (Нижний Новгород)
Охват аудитории:
для своего кампуса
Преподаватели:
Ларин Александр Владимирович
Язык:
русский
Кредиты:
6
Контактные часы:
64
Программа дисциплины
Аннотация
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.
Цель освоения дисциплины
- The goal of this course is to develop and improve skills in financial data analysis with Python.
Планируемые результаты обучения
- Importing data from various sources
- Preprocess financial data
- Visualize financial data
- Perform event study
- Perform cluster analysis
- Perform time series analysis
Содержание учебной дисциплины
- Data import
- Data preprocessing
- Data visualization
- Event study
- Cluster analysis
- Time series
Список литературы
Рекомендуемая основная литература
- 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
- 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
Рекомендуемая дополнительная литература
- Lewinson, E. (2020). Python for Finance Cookbook : Over 50 Recipes for Applying Modern Python Libraries to Financial Data Analysis. Packt Publishing.
- Weiming, J. M. (2019). Mastering Python for Finance : Implement Advanced State-of-the-art Financial Statistical Applications Using Python, 2nd Edition (Vol. Second edition). Birmingham, UK: Packt Publishing. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=2116431