Financial Analysis

Financial Analysis (1 ECTS)

  1. 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).
  2. 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
  3. Data quality
  4. Time series data storage
    • Case study: M&G / Ameriprise Financial
  5. Sentiment analysis
  6. Trabajos prácticos