current syllabus — HEC Lausanne

Datascience for Finance

Enseignant(s): Z.Zhao
Titre en français: Datascience pour la finance
Cours donné en: anglais
Crédits ECTS: 6 crédits
Horaire: Semestre d'automne 2022-2023, 4.0h. de cours + 1.0h. d'exercices (moyenne hebdomadaire)
séances
site web du cours
Formations concernées:
Maîtrise universitaire ès Sciences en finance, Orientation finance d'entreprise
Maîtrise universitaire ès Sciences en finance : Entrepreneuriat financier et science des données
Maîtrise universitaire ès Sciences en finance, Orientation gestion des actifs et des risques
Permalink:

https://hecnet.unil.ch/hec/syllabus/permalink/M0865

Objectifs

The objective of the class is to provide students with:

an understanding of the basic concepts of statistics and estimation
an understanding of how to design an estimation strategy
an understanding of how to efficiently implement it and then reach an interpretation of the results.

This class should be a "hands-on" class on dealing with data. It will be composed of two parts, in the first part of each session, we will go over econometric models; in the second part, we will use software such as STATA, python, etc to analyze related examples.

Contenus

1. Introduction

Introduction to Econometrics

Tools used for economic analysis

2. The Linear Regression Model

The Linear Regression Model

Least Squares Regression

Hypothesis Tests and Model Selection

3. Estimation Methodology

4. Cross Sections, Time Series and Panel Data

* Important: I might adjust the pace of the class and this syllabus according to our progress throughout the semester. Please pay close attention to the Moodle system.

Références

Evaluation

1ère tentative

Examen:

Ecrit 1h30 heures

Documentation:

Autorisée

Calculatrice:

Autorisée

Evaluation:

Rattrapage

Examen:: Ecrit 1h30 heures
Documentation:: Autorisée
Calculatrice:: Autorisée
Evaluation:: The retake accounts for 100% of the grades.

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