This course will enable students to utilize data science techniques for financial decision-making, including data processing, visualization, analysis, and modeling, enhancing their ability to evaluate investments effectively and ethically.
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Course |
Learning outcome (at course level) |
Learning and teaching strategies |
Assessment Strategies |
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Course Code |
Course Title |
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24DFSG 813 |
Financial Data Analysis (Theory) |
CO295: Examine the tools of financial data and classify the data in finance and costing CO296: Examine Processing, organising, cleaning and validation of financial Data CO297: Compare different Graphical and Visualization tools to present financial and non-financial data CO298: Analyse time series visualization and trend analysis techniques CO299: Examine Financial Modelling, forecasting and Investment Analysis techniques CO300: Contribute effectively in course-specific interaction
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Approach in teaching: Interactive Lectures, Discussion, Tutorials, Practical cases, Power point presentation. Learning activities for the students: Self learning assignments, Seminar presentation. |
CA test, Semester end examinations, Quiz, Solving problems in tutorials, Assignments, Presentations. |
• Meaning, Nature, Properties and Scope of Data
• Types of Data in Finance and Costing
• Digitalization of data and Information
• Transformation of data to decision relevant information
• Communication of Information for quality decision Making
• Professional Scepticism regarding data
• Ethical use of data and information
• Data Processing, organisation, cleaning and validation :
• Development of data processing
• Functions of data processing
• Data organisation and Distribution
• Data cleaning and validation
• Data Visualization of Financial and Non-Financial Data
• Objective and Function of data presentation
• Data Presentation Architecture
• Dashboard, graphs, Diagrams, Tables Report Design
• Tools and Techniques of Visualization and Graphical Presentation
• Process Benefits and Types of Data Analysis
• Data mining and Implementation of Data Mining
• Analytics and Modelling
• Standards of data tagging and Reporting
• Cloud Computing, Business Intelligence, Artificial Intelligence, Robotic Process Automation and Machine Learning
• Model vs Data-Driven Decision Making
• Understanding time series data and its characteristics
• Time series visualization and trend analysis
• Seasonality and cyclical patterns
• Introduction to forecasting techniques
• Introduction to portfolio theory
• Measuring Risk and return
• Technical analysis and indicators
• Sentiment analysis techniques for investor sentiment measurement
• Albright, S. C., Winston, W. L., & Zappe, C. (2019). Data Analysis and Decision Making (6th ed.). Cengage Learning.
• Chen, C., & Zhang, L. (2020). Financial Data Analysis with Python: Analyzing, Visualizing and Modeling Financial Data with Python. Apress.
• Montgomery, D. C., Peck, E. A., & Vining, G. G. (2020). Introduction to Linear Regression Analysis (6th ed.). John Wiley & Sons.
• Ruey S. T., & Tsay, R. S. (2012). Analysis of Financial Time Series (3rd ed.). John Wiley & Sons.
• Sharma, J. (2020). Financial Analytics with R: Building a Laptop Laboratory for Data Science. Springer.
Suggested Readings:
• De Jong, E., & Wilmott, P. (2017). Financial Modeling and Valuation: A Practical Guide to Investment Banking and Private Equity. John Wiley & Sons.
• Greene, W. H. (2017). Econometric Analysis (8th ed.). Pearson.
• Johnson, R. A., & Wichern, D. W. (2020). Applied Multivariate Statistical Analysis (7th ed.). Pearson.
• Kuhn, M., & Johnson, K. (2013). Applied Predictive Modeling. Springer.
• McDonald, R. L. (2014). Derivatives Markets (3rd ed.). Pearson.
E-Contents:
• http://ww1.shodhganga.com/ [2]
• https://shodhgangotri.inflibnet.ac.in/ [3]
• https://www.scopus.com/home.uri [4]
• http://www.e-book.com.au/freebooks.htm [5]
• https://www.doaj.org/ [6]
Reference Journals:
• Journal of Financial Econometrics, Oxford University Press
• Journal of Financial Data Science, Global Association of Risk Professionals
Links:
[1] https://finance.iisuniv.ac.in/courses/subjects/financial-data-analysis-theory
[2] http://ww1.shodhganga.com/
[3] https://shodhgangotri.inflibnet.ac.in/
[4] https://www.scopus.com/home.uri
[5] http://www.e-book.com.au/freebooks.htm
[6] https://www.doaj.org/
[7] https://finance.iisuniv.ac.in/academic-year/2024-2025