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Identical coursesTopics in Fintech (B-KUL-HMA01E)
Vadasz Tamas (coordinator) | Vadasz Tamas Aims
This course aims to:
- Provide students with an advanced understanding of the contemporary empirical techniques utilized in finance research and practice.
- Explore the applications of data science in the realms of asset pricing, time series analysis, and financial risk modeling.
- Create a student-driven, interactive learning environment, where participants delve into contemporary research, engage in peer discussions, and undertake hands-on projects to solidify their understanding.
- Equip students with the practical skills to construct advanced financial models and analyze data using Python.
Previous knowledge
- Familiarity with basic concepts of statistics, econometrics and data science.
- Prior experience with Python programming language.
- A foundational understanding of core finance concepts.
Is included in these courses of study
Activities
6 ects. Topics in Fintech (B-KUL-HMA01e)
Content
The course will span diverse topics at the intersection of finance and data science, including but not limited to: time series analysis and forecasting, asset pricing, factor models, portfolio optimization, risk modeling, and algorithmic trading.
Each topic will begin with a primer lecture followed by student-driven research paper presentations and discussions.
Students will bridge theory and practice by undertaking a data science project that reflect the contemporary challenges and opportunities in empirical finance.
Course material
- Compulsory course material will consist entirely of lecture notes / presentations, research papers and other readings, which will be made available on Toledo.
Format: more information
Flipped classroom - Group assignment - Project work
Evaluation
Evaluation: Topics in Fintech (B-KUL-H75933)
Explanation
The evaluation may include a final written as well as group-projects resulting in a class presentation. The exact evaluation details will be provided at the start of the course and in Toledo.
Information about retaking exams
The features of the evaluation and determination of grades are identical to those of the first examination opportunity, as described in the tab 'Explanation'.