FIN 4210 Intro to Financial Data Analysis

This course focuses on data-driven analytic techniques for valuation and decision making using financial market information. The course will cultivate students quantitative thinking and modeling skills by emphasizing application of entry-level financial time series in big data sets and coding environment. This course weighs equally on both theoretical and practical learning. This course will cover medium-level applied statistics, linear time series models for both stationary series (AR, MA and ARMA) and non-stationary series and volatility forecasting methods (ARCH and GARCH). This course will also introduce entry-level topics in empirical asset pricing models (CAPM and other factor models). This course will also introduce R/R-studio programming to read, manipulate, and analyze financial data with real case applications.

Prerequisite(s): ECON 2110
Credits: 3.0