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Courses - Fall 2023
BUFN
Finance Department Site
BUFN640
(Perm Req)
Financial Data Analytics
Credits: 2
Grad Meth: Reg
Restriction: Must be in Business and Management (Master's) program; or permission of BMGT-Robert H. Smith School of Business.
Credit only granted for: BUFN758N of BUFN640.
Formerly: BUFN758N.
Introduces the skills and computing languages for analyzing financial data and testing financial models. Covers topics such as the ordinary least square regression (OLS) estimator, its properties and applications, statistical inference, and univariate and multivariate analysis. The focus is on working with data and applying econometric models to financial applications such as estimating asset pricing models, portfolio choice, and the efficient frontier. The course will use Python programming language, Google Colab environment, and matching learning packages.