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FIN-525: Financial big data

Summary

The course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to financial analysis, in particular to intraday data and investment strategies.

Lectures

Instructor

Damien Challet

Official source

https://edu.epfl.ch/coursebook/en/financial-big-data-FIN-525

Moodle Page

http://go.epfl.ch/FIN-525

About this result

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Summary

Lectures

Instructor

Damien Challet

Official source

https://edu.epfl.ch/coursebook/en/financial-big-data-FIN-525

Moodle Page

http://go.epfl.ch/FIN-525

About this result

Lectures in this course (16)

Technological Evolution: CPUs & Storage

Explores the evolution of CPUs and storage technologies, RAM bit-flipping, Big Data applications, and technical challenges.

Stylized Facts: Reproducible Research

Covers stylized facts in finance and reproducible research in scientific computing.

Clustering: Dimensionality Reduction

Explores clustering and dimensionality reduction techniques in finance to clean and simplify data.

Clustering Stability: Methods and Computations

Covers the quantification of clustering stability and methods to save expensive computations and predictability diagnostics.

Efficient Data Clustering

Covers efficient data exploitation through clustering methods and the optimization of market returns using asset clustering.

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