MGTF 414Analyzing Large Data
Introduction to both structured and unstructured data analysis. Methods for “harvesting” internet data and putting it into suitable format will be covered. Other topics include large market microstructure data (tick-by-tick data, high-frequency data), data with missing observations, and Kalman filtering. Letter grades only.
Prerequisites
From the catalog: “restricted to master of finance program or by consent of instructor and department stamp.”