Cooper Union

Big Data for Finance

Today’s financial researchers have access to an unprecedented amount of data. This course examines data sources and covers techniques for making inferences from the data for trading and market execution. Methods of data science, including supervised, semi-supervised and unsupervised learning, are applied to the study of market microstructure, trading and investment strategy development. Student projects utilize pre-processed data sets such as intra-day market (5-minute frequency), analyst ratings and satellite imagery.

Prerequisites: MA223, MA224. Recommended prerequisite: ECE211

Credits: 3.00

Course Code: ECE 479

Founded by inventor, industrialist and philanthropist Peter Cooper in 1859, The Cooper Union for the Advancement of Science and Art offers education in art, architecture and engineering, as well as courses in the humanities and social sciences.
“My feelings, my desires, my hopes, embrace humanity throughout the world,” Peter Cooper proclaimed in a speech in 1853. He looked forward to a time when, “knowledge shall cover the earth as waters cover the great deep.”
From its beginnings, Cooper Union was a unique institution, dedicated to founder Peter Cooper's proposition that education is the key not only to personal prosperity but to civic virtue and harmony.
Peter Cooper wanted his graduates to acquire the technical mastery and entrepreneurial skills, enrich their intellects and spark their creativity, and develop a sense of social justice that would translate into action.