6287 - 金融數據分析與應用

Financial Data Analysis and Application

教育目標 Course Target

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 web crawlers, database software operations and financial and financial quantitative analysis of financial data. It mainly focuses on several aspects of data analysis, including the cultivation of self-retrieval ability, the design and concept of database storage data, and the logic of analyzing the statistical characteristics of financial data. This course is expected to lead students to conduct case analysis and program operations of financial data practices in real life, assist students in data crawling, storage and statistical analysis, develop professional practical analysis capabilities, and assist in financial-related decision-making.

課程概述 Course Description

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 rapid development of Internet technology, investors have relatively large and diverse access to financial information. How to capture sufficient information and conduct effective analysis is a key issue. At the same time, the statistical characteristics of financial data are obviously different from traditional general economic data. How to adopt corresponding models in response to differences in data attributes has become particularly important. Therefore, this course mainly focuses on how to practically acquire, store and acquire the quantitative knowledge required to analyze financial models. This course mainly allows students to carry out practical data operation analysis and application. Students who take this course will have the professional ability of practical analysis.

參考書目 Reference Books

自製簡報講義。
Mitchell, R.,(2018). 網站擷取:使用Python (二版). 譯者:楊尊一,歐萊禮出版社。
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。

Homemade presentation handouts.
Mitchell, R., (2018). Website Extraction: Using Python (2nd Edition). Translator: Yang Zunyi, O'Reilly Publishing.
Xie Bangchang, Zheng Yuting and Xie Bangyan (2017). Playing with the community: Implementation of text big data, Wunan Publishing House.
Brooks, C., (2014). Introductory Econometrics for Finance, 3/E. Cambridge University Press. (Donghua Book Company).
Yang Yinong, Time Series Analysis-Economic and Financial Applications, second edition, Shuangye Bookstore.

評分方式 Grading

評分項目
Grading Method
配分比例
Percentage
說明
Description
出席情況
Attendance
30
期中作業
midterm assignment
35
期末報告
Final report
35

授課大綱 Course Plan

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課程資訊 Course Information

基本資料 Basic Information

  • 課程代碼 Course Code: 6287
  • 學分 Credit: 0-3
  • 上課時間 Course Time:
    Thursday/6,7,8[SS422]
  • 授課教師 Teacher:
    陳倫奇/王翊全
  • 修課班級 Class:
    經濟碩1,2
選課狀態 Enrollment Status

目前選課人數 Current Enrollment: 4 人

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