BAN 7750 Financial Analytics

This course provides a broad overview of financial analytics concepts and applications aimed at improving financial performance. The course distinguishes itself by anchoring it’s content on big data phenomena and thus domain knowledge, technology and math are integrated throughout the course. The course covers four broad segments of topics in financial analytics: properties of financial data and their modeling, introduction to systems for time series and high frequency analytics, introduction to systems for classical and emerging risk measures analytics, and managerial implications of big data in finance.
This course provides a unique balance between theory and application along with data driven cases - thus it aims to impart expert skills along with encouraging thought leadership. An integral part of financial analytics is the use of IT tools to support the collection and analysis of data, and converting it into actionable knowledge in the context of organization decision-making and problem solving. As such the students will learn problem analysis and formulation, data modeling, data mining, and the application of various financial analytics tools including R and spreadsheets.

Prerequisite(s): BAN 7010 and BAN 7200
Credits: 3.0