本課程將運用大數據分析工具，應用於實際產業個案議題分析，透過授課與研討，訓練學生具備建構探究及分析產業數據的工具基礎、學習相關經濟理論及實證模型以及結合經濟理論及數據分析工具以應用於分析產業個案或相關研究之能力。本課程分為兩個部分，前半學期為大數據分析應用於金融產業的基礎觀念、文獻探討與相關研究介紹；後半學期則帶領學生將大數據分析工具應用於實際數據資料，進行消費產業相關議題的研究。金融產業之內容包含探討金融機構風險管理的法規、架構、資本準備要求、以及相關風險模型之基礎觀念與實務架構；銀行放款投資組合相關文獻之探討；將機器學習分析方式應用於借款公司違約預測、銀行放款投資組合多角化與績效之關聯性研究。消費產業方面包括：資料收集、處理與識讀，問題意識與資料呈現，模型設定、估計與結果詮釋。
This course will use large data analysis tools to apply them to the analysis of international industry case topics. Through teaching and research, students will have the tool basis for constructing exploration and analyzing industry data, learn related economic theory and practical models, and combine economic theory and data analysis tools. Ability to apply to analyse industry cases or related research. This course is divided into two parts. The first half of the year was a basic concept, literary exploration and related research introduction of large-data analysis applied to financial industries. In the second half of the year, students were led to apply large-data analysis tools to actual data to conduct consumer-related issues. research. The content of the financial industry includes exploring the laws, structures, capital preparation requirements, and the basic concepts and practical structure of the relevant risk model; Exploring the relevant documents of bank loan investment combinations; Applying machine learning analysis methods to borrowing company contract predictions , Research on the correlation between diversification and performance of bank loan investment portfolios. Consumer industry includes: data collection, processing and reading, problem awareness and data presentation, model setting, estimation and result review.
I. 銀行產業相關書籍與參考文獻
1. Eryk Lewinson(2020), "Python for Finance cookbook" ISBN: 9781789618518
2. 相關主題參考期刊論文
Campello, M., & Gao, J. (2017). Customer concentration and loan contract terms. Journal of Financial Economics, 123(1), 108-136.
Tabak, B. M., Fazio, D. M., & Cajueiro, D. O. (2011). The effects of loan portfolio concentration on Brazilian banks’ return and risk. Journal of Banking & Finance, 35(11), 3065-3076.
I. Banking Industry-related books and references
1. Eryk Lewinson(2020), "Python for Finance cookbook" ISBN: 9781789618518
2. Related topic reference journal articles
Campello, M., & Gao, J. (2017). Customer concentration and loan contract terms. Journal of Financial Economics, 123(1), 108-136.
Tabak, B. M., Fazio, D. M., & Cajueiro, D. O. (2011). The effects of loan portfolio concentration on Brazilian banks’ return and risk. Journal of Banking & Finance, 35(11), 3065-3076.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| 金融產業評分金融產業評分 Financial Industry Ratings |
50 | 金融產業之評量方式(課堂參與30%、作業30%、研究計畫書40%) |
| 消費產業評分消費產業評分 Consumer Industry Ratings |
50 | 消費產業之評量方式(課堂參與討論30%、作業30%、成果報告40%) |
