本課程著重於財務金融資料的網路爬蟲、資料庫軟體操作及財務金融計量分析。主要圍繞在數據資料分析的幾個面向,包含自行擷取資料能力的培養、資料庫儲存資料的設計與觀念以及面臨金融資料統計特性分析方式的邏輯。本課程預計會帶領同學們進行現實生活中,金融資料實務的案例分析與程式操作,協助同學進行資料爬蟲、儲存以及統計分析,養成專業實務分析的能力並協助進行財務相關決策。This course focuses on online crawling, database software operations and financial financial measurement analysis of financial data. It mainly covers several aspects of data analysis, including the cultivation of self-retrieval capabilities, the design and concept of data storage in databases, and the logic of the analysis method of financial data statistical characteristics. This course is expected to lead students to case analysis and program operations of financial data practices in real life, help students to conduct data crawling, storage and statistical analysis, develop professional practical analysis capabilities and help make financial decisions.
隨著網路科技的發展一日千里,投資人對於金融資訊的取得相對大量且多元,如何擷取充分資訊並有效進行分析是一個關鍵議題,同時,金融資料的統計特性明顯與傳統總體經濟資料有所不同,如何因應資料屬性的差異而採用相對應的模型變得格外重要。因此,本課程主要著重於實務上如何擷取資料、儲存並具備分析財務金融模型所需的計量知識。本課程主要是讓學生進行實際資料操作分析與應用,修習此課程的學生將可具備實務分析的專業能力。
With the development of online technology, investors have a relatively large and diverse acquisition of financial information. How to obtain sufficient information and conduct effective analysis is a key issue. At the same time, the statistical characteristics of financial data are clearly different from traditional overall economic data. It is particularly important to adopt a corresponding model due to the differences in data attributes. Therefore, this course focuses mainly on how to actually acquire data, store it, and have the measurement knowledge required to analyze financial models. This course is mainly used to allow students to conduct actual data operation analysis and application. Students who take this course will have the professional ability to conduct practical analysis.
自製簡報講義。
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謝邦昌, 鄭宇庭與謝邦彥 (2017). 玩轉社群:文字大數據實作,五南出版社。
Brooks, C., (2014). Introductory Econometrics for Finance, 3/E. Cambridge University Press. (東華書局)。
楊奕農,時間序列分析-經濟與財務上的應用,二版,雙葉書廊。
Self-made briefing.
Mitchell, R., (2018). Website acquisition: using Python (second edition). Translator: Yang Zunyi, Ole Lerong Publishing House.
Xie Bangchang, Zheng Yuting and Xie Bangsheng (2017). Playing community: A large number of texts, Wunan Publishing House.
Brooks, C., (2014). Introductory Econometrics for Finance, 3/E. Cambridge University Press.
Yang Yiyuan, time sequence analysis - economic and financial applications, second edition, double-yeli library.
評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
---|---|---|
出席情況出席情況 Attendance |
30 | |
期中作業期中作業 Midterm operation |
35 | |
期末報告期末報告 Final report |
35 |