Teaching
Courses:
Courses:
Coding and Data Science for Accounting and Finance [FI505E]
Neural Networks and Deep Learning for Finance [FI530E]
Data Science for Business
Financial Data Infrastructure [FI532E]
- Big data and file formats (structured, unstructured, etc.), time series, text mining
- Hadoop (an open-source platform for processing large datasets)
- SQL and databases
- Spark SQL in Python
- Spark Machine Learning in Finance
- Text mining
- Financial Network
Prior Years' Courses:
Prior Years' Courses:
Machine Learning in Finance, Management and Accounting (PhD Program)
In this course, we teach the students a range of techniques to create scientific models from empirical data. The course consists of several lectures on data mining techniques with practical exercises in the class. Several lab exercises are designed to introduce the application of data mining in social sciences. Students will learn how to work with big datasets and apply some advanced techniques in their own research field. After completing the course, students shall be able to independently draft an academic paper on key issues of social sciences by using machine learning techniques.Course content:• Introduction to data mining: Supervised learning (prediction, classification), Unsupervised learning (associationanalysis, clustering), Regression, hypothesis test, descriptive statistics (Overview and background)• Introduction to R• Ridge regression, Principal components regression (PCA) Partial Least Squares regression (PLS)• Splines function, Kernel smoothers, Generalized Additive Models (GAM)• Classification methods Support Vector Machine (SVM), CART and MARS• Tree-based methods and Random Forests• Clustering methods• Neural networks and Deep learning• Text mining• Application of machine learning ( Finance, Business, Accounting, )
Mathematics : Bachelor Program
Teacher Assistance 2012-2016:
Mathematics for PhD ProgramStatistics and Econometric (Master of Finance )The principle of Statistics (Master in Management)Principles of Finance (Master of International Business)Market Estimation and Forecasting (Master of Finance)Econometric (Bachelor's Program (BSc))Advanced Derivative ( Master of Quantitative Finance)