AEM 4070 - Advanced Financial Analytics

Spring. 3 credits. Letter grades only (no audit).

Prerequisite: AEM 2010, AEM 2240, and a course in statistics/econometrics. Basic programming knowledge anad statistical knowledge, or a course in programming (Python, C++, MATLAB, etc.) highly recommended and assumed. Co-meets with AEM 6070. Appropriate for well qualified Dyson undergraduates, students in a technical field such as Engineering/CS who have an interest in finance.

J. Woodard.

Advanced course in applying skills learned in finance and statistics to development of analytical tools and financial products, including topics in computational finance, financial engineering for agriculture and development, working with and analyzing big data and large scale empirical applications, risk management systems, interacting with and using database servers using SQL, and associated strategic and operational considerations. Focus will be on exposing students to the technical and analytic pipeline involved in bringing new financial products to market, including problem identification, concept development, research and development, prototyping, and technical deployment. An independent guided group project will be required. Course will primarily utilize MATLAB, Microsoft SQL Server, and Excel/VBA. AEM 6070 grad students will be required to write a paper in the style of a peer reviewed journal based on the research and model developed, couched within a relevant research question.

Outcome 1: Students will be able to apply fundamentals of finance, statistics, and agriculture to develop and deploy financial products and analytical tools in an industrial setting, including model building/implementation and database use and integration.