Master 2024/2025

Data Analysis in Finanses

Type: Elective course (Finance)

Area of studies: Finance and Credit

Delivered by: Department of Mathematical Economics

Where: Faculty of Economics

When: 1 year, 3, 4 module

Mode of studies: offline

Open to: students of one campus

Instructors: Alexander V. Larin

Master’s programme: Finance

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.