Big data in finance

llsms2138  2018-2019  Louvain-la-Neuve

Big data in finance
5 crédits
30.0 h
Q2
Enseignants
Ghysels Eric;
Langue
d'enseignement
Anglais
Thèmes abordés
The course gives a sound preparation on the methodologial aspects of big data in finance. It covers topics such as dynamic factor models, large scale data management, and mixed frequancy financial econometrics
Acquis
d'apprentissage

A la fin de cette unité d’enseignement, l’étudiant est capable de :

1

During their programme, students of the LSM Master¿s in management or Master¿s in Business engineering will have developed the following capabilities¿

KNOWLEDGE AND REASONING

2.2 Master highly specific knowledge in one or two areas of management: advanced and current research-based knowledge and methods.

A SCIENTIFIC AND SYSTEMATIC APPROACH

3.3 Consider problems using a systemic and holistic approach: recognize the different aspects of the situation and their interactions in a dynamic process.

WORK EFFECTIVELY IN AN INTERNATIONAL AND MULTICULTURAL ENVIRONMENT

5.2 Understand the international socio-economic dimensions of an organization and identify the associated strategic issues and operational decisions.

TEAMWORK AND LEADERSHIP

6.1 Join in and collaborate with team members. Be open and take into consideration the different points of view and ways of thinking, manage differences and conflicts constructively, accept diversity.

 

La contribution de cette UE au développement et à la maîtrise des compétences et acquis du (des) programme(s) est accessible à la fin de cette fiche, dans la partie « Programmes/formations proposant cette unité d’enseignement (UE) ».
Contenu
The course introduces theoretical and practical concepts related to:
  • dynamic factor models
  • large scale data management
  • mixed frequancy financial econometrics
  • financial applications
Méthodes d'enseignement
Lectures, workshops led by industry experts, assignments
Modes d'évaluation
des acquis des étudiants
Final exam, assignment
Faculté ou entité
en charge
CLSM


Programmes / formations proposant cette unité d'enseignement (UE)

Intitulé du programme
Sigle
Crédits
Prérequis
Acquis
d'apprentissage
Master [120] en ingénieur de gestion

Master [120] en ingénieur de gestion