Analysis of Financial Market Data with R (wird zz. nicht angeboten)
Name of module in english: Seminar Analysis of Financial Market Data with R
Exam number: 6788
Semester: From the first semester
Duration of the module: One block
Form of the module (i.e. obligatory, elective etc.): Elective
Frequency of module offer: Every summer semester (last time 2021)
Prerequisites: Students must have taken at least one course that introduced data analysis and must have the ability to write code in the R programming language. Students must also register for the course by the deadline specified in Moodle.
Applicability of module for other study programmes:
Obligatory or elective in other study programmes. For further information check regulations of the study programme.
Person responsible for module: Prof. Dr. Sven Husmann
Name of the professor: Prof. Dr. Sven Husmann
Language of teaching: English
ECTS-Credits (based on the workload): 6
Workload and its composition (self-study, contact time):
Contact time: 34 h, self-study: 146 h
Contact hours (per week in semester): 3
Methods and duration of examination:
Students have to hand in a seminar paper about a research topic in finance and present their work in an oral presentation.
Emphasis of the grade for the final grade: Please check the regulations of the study programs.
Aim of the module (expected learning outcomes and competencies to be acquired):
Students enrolled in this course will gain in-depth knowledge of a selected financial economics topic of high scientific and practical relevance. At the beginning of the seminar, all students receive an introduction to the general topic of the seminar. Afterwards, groups of two or three seminar participants each work independently on a selected empirical research project over several weeks. At the end of the seminar, each group summarizes its findings in an academic paper and finally gives a presentation to the other seminar participants. In the seminar, the participants acquire skills in data and literature research, deepen their intercultural competencies as well as their program knowledge in R and are especially enabled to do in-depth empirical research.
Contents of the module:
Students may choose from a variety of topics for their research project. The seminar's general topics may change each semester. Examples of general topics include factor investing, portfolio management, business valuation, risk management, or electricity pricing. Please check the Moodle pages for the most current topics.
Teaching and learning methods:
In the first two weeks compulsory online lectures to introduce the general topic. Afterwards project work in small groups.
Literature (compulsory reading, recommended literature):
Literature will be announced in the Moodle course.
Registration in Moodle Viadrina required.