Ukraine, Lviv

Data analytics with applications to finance

when 10 July 2016 - 23 July 2016
language English
duration 2 weeks
credits 0.5 ECTS
fee EUR 300

We will discuss three types of problems frequently encountered in financial applications. First, we will deal with classification problems (solvent/insolvent bank client) using such tools as logistic regression, regression trees, neural networks. Second, we will apply different dimension reduction techniques such as factor analysis, cluster analysis, etc. to real estate or financial data. Finally, we will work out several forecasting techniques for large financial datasets aimed to obtain “optimal” asset allocation strategies.

Course topics
Classification; dimension reduction; forecasting

Course tools
R

Prerequisits
R, background in regression analysis

Course leader

Dr. Yarema Okhrin
Professor of Statistics at the University of Augsburg

Affiliation: University of Augsburg, Germany

After my PhD and PostDoc in Statistics and Econometrics at the European University Viadrina, Germany I spent two years as Assitant

Target group

This course is targeted to bachelors, masters, PhD students, lecturers and specialists in Computer Science Bioinformatics and Computational Biology, Statistics, Mathematics, Electrical and Computer Engineering, Chemical and Biological Engineering, Industrial Engineering, Material Science and Engineering, Neuroscience, Human-Computer Interaction, Psychology, Business and related discipines

Credits info

0.5 ECTS
This course is a part of Lviv Computer Science Summer School (whole school's credit cost is 3 ects)

Fee info

EUR 300: This course is a part of Lviv Computer Science Summer School (whole school's cost is 300 EUR)
EUR 350: This course is a part of Lviv Computer Science Summer School (whole school's cost is 350 EUR)