FINC 8330 - Data Analytics in Finance

3 hrs

Covers the key quantitative methods that are employed in modern finance, such as financial econometrics and statistical inferences. Emphasizes financial applications through the use of dynamic optimization, Monte Carlo simulations, structured and unstructured data, random effects models, fixed effects models and Bayesian techniques. Applications in the areas of predictive analysis (trading), sentiment analysis, financial fraud, credit rating, pricing and consumer segmentation will be explored. Includes guest lectures from practitioners in the finance industry. May be repeated for credit.
Prerequisite(s): Admission in the MS in Business Analytics Degree or MS in Finance Degree
Fee: $25.