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Master’s Programme 'Finance'
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HSE Campus in Nizhny Novgorod

Master’s Programme 'Finance'

International Admissions
Academic Supervisor
Suchkova, Ekaterina O.
Scientific Supervisor
Shtefan, Maria A.
Manager
Shchetinina, Antonina

25/12 Bol. Pecherskaya Ulitsa, office 404

Nizhny Novgorod, 603155, Russia 

Phone +7 (831) 436-74-09 (ext. 6388)

+7 (831) 436-38-08

Email: aeshchetinina@hse.ru 

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Data Analysis in Finanses

2024/2025
Academic Year
ENG
Instruction in English
6
ECTS credits
Delivered at:
Department of Mathematical Economics (Faculty of Economics)
Course type:
Elective course
When:
1 year, 3, 4 module

Instructor


Larin, Alexander V.

Course Syllabus

Full SyllabusAsk Question

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.
Learning Objectives

Learning Objectives

  • The goal of this course is to develop and improve skills in financial data analysis with Python.
Expected Learning Outcomes

Expected Learning Outcomes

  • Importing data from various sources
  • Preprocess financial data
  • Visualize financial data
  • Perform event study
  • Perform cluster analysis
  • Perform time series analysis
Course Contents

Course Contents

  • Data import
  • Data preprocessing
  • Data visualization
  • Event study
  • Cluster analysis
  • Time series
Assessment Elements

Assessment Elements

  • non-blocking Activity at seminars
  • non-blocking Exam
Interim Assessment

Interim Assessment

  • 2024/2025 4th module
    0.5 * Activity at seminars + 0.5 * Exam
Bibliography

Bibliography

Recommended Core Bibliography

  • Brooks,Chris. (2019). Introductory Econometrics for Finance. Cambridge University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.cup.cbooks.9781108422536

Recommended Additional Bibliography

  • Lewinson, E. (2020). Python for Finance Cookbook : Over 50 Recipes for Applying Modern Python Libraries to Financial Data Analysis. Packt Publishing.
  • Weiming, J. M. (2019). Mastering Python for Finance : Implement Advanced State-of-the-art Financial Statistical Applications Using Python, 2nd Edition (Vol. Second edition). Birmingham, UK: Packt Publishing. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=2116431

Authors

  • Larin Aleksandr Vladimirovich
HSE Campus in Nizhny Novgorod → Master's programmes → Faculty of Economics → Master’s Programme in Finance → Courses → Data Analysis in Finanses, 2024/25 Academic year
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