FINANCE LABORATORY

Academic year
2023/2024 Syllabus of previous years
Official course title
LABORATORIO DI FINANZA
Course code
EM5018 (AF:449673 AR:254170)
Modality
On campus classes
ECTS credits
6
Degree level
Master's Degree Programme (DM270)
Educational sector code
SECS-P/05
Period
4th Term
Course year
1
Where
VENEZIA
Moodle
Go to Moodle page
This is an introductory course of the Python language with applications in financial econometrics. In particular, special focus will be given to high frequency data, multivariate models for volatility (semi-parametric) and text mining.
The learning goals/objectives of the course are: (1) Introduction to the software Python and (2) survey of some relevant theoretical and practical techniques for risk measures, volatility modelling and multivariate analysis

Econometrics
Statistics
Probability
Topics to be covered include:

- An Introduction to Python for financial applications
- Multivariate models (factor models and principal components)
- High frequency data modeling
- Text analysis
- A primer on state space models with applications to finance (optional)
- Teaching material will be shared on Moodle
- Further readings on Python
The exam consists on an oral examination in which students will discuss an empirical project developed with Python.
Lectures and practice sessions.
Italian
oral
Definitive programme.
Last update of the programme: 10/06/2023