Big data in finance

llsms2138  2018-2019  Louvain-la-Neuve

Big data in finance
5 credits
30.0 h
Q2
Teacher(s)
Ghysels Eric;
Language
English
Main themes
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
Aims

At the end of this learning unit, the student is able to :

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.

 

The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.
Content
The course introduces theoretical and practical concepts related to:
  • dynamic factor models
  • large scale data management
  • mixed frequancy financial econometrics
  • financial applications
Teaching methods
Lectures, workshops led by industry experts, assignments
Evaluation methods
Final exam, assignment
Faculty or entity
CLSM


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

Title of the programme
Sigle
Credits
Prerequisites
Aims
Master [120] in Business Engineering

Master [120] in Business Engineering