Financial Analysis (1 ECTS)
- Base theory: matrix algebra, graph theory, descriptive statistics, univariate and bivariate distributions, autocorrelations, covariance stationary, AR(1) models, etc. (Estos contenidos se complementarán con la propuesta del departamento de estadística)
- Prácticas: calculo básico de la performance de fondos de inversión en HADOOP (Spark o PIG).
- Investment Fund Analysis & BigData
- Portfolio optimizacion, methods and algoritms in the context of BigData, statistical analysis.
- Risk and ratings
- Fund investment graph look-thru analysis
- Case study: Solvency II & Silverfinch
- Prácticas: portfolio optimization in batch systems, look-thru computation
- Data quality
- Time series data storage
- Case study: M&G / Ameriprise Financial
- Sentiment analysis
- Trabajos prácticos