SEEM4730/ ESTR4508

CodeCourse OfferingSEEM4730/ESTR4508
TitleLong Course TitleData Analytics Models and Methods for Financial Engineering and Fintech金融工程和金融科技中的數據分析模型和方法
OverviewLong Description Financial decision makers can extract useful information from different types of financial data for informed decision making. This course covers some important data analytics models and methods for various applications in financial engineering and Fintech, such as asset pricing, investment, prediction, and risk management. Students will learn various topics including maximum likelihood estimation, linear and nonlinear regression, model selection for regression, principal component analysis, classification models such as logistic regression and discriminant analysis, time series models, and deep learning models. They will also learn how to implement these models and methods using Python or R and apply them to financial data.金融決策者可以從各種金融數據中提取出有用信息用於決策。本科覆蓋了一些重要的數據分析的模型和方法用來解決金融工程和金融科技中的各種應用問題,例如資產定價、投資、預測和風險管理。在本科中,學生將會學到極大似然估計、綫性與非綫性回歸、回歸模型選擇、主成分分析、分類模型,例如邏輯回歸和判別分析、時間序列模型以及深度學習模型。他們同時會學習使用Python或R實現科目中的模型與方法並應用到金融數據。