Home Schedule Lectures Assignments Participation Resources and Help

FIN377 - Lehigh’s Data Science for Finance

Spring 2020
Professor Donald Bowen

Office: RBC 460
Email: deb219
GitHub: donbowen
Personal website: https://bowen.finance

TA - Daniel Appierto

Email: dma220
GitHub: danielappierto

Objectives, briefly

  1. use python to obtain, explore, groom, visualize, and analyze data
  2. make all of that reproducible, reusable, and shareable
  3. apply those skills to problems in the finance domain

(1) puts the world of data at your fingertips, (2) makes the essential task of collaboration — a must in (complicated and large) real-world projects — easier.

Class Meetings

  1. TuThu 135pm-250pm in STEPS 290
  2. TuThu 3pm-415pm in STEPS 290

Office hours, actually let's call these...

Student Drop-in Hours

I suspect that the initial learning curve will be steep, so I have posted a lot of office hours. Around Valentines Day, I will reduce my explicit office hours. Remember, when you get stuck, to check out the resources in the Resources and Help tab.

In RBC 460, with Prof. Bowen:

In RBC 407, with Mr. Appierto:

These are subject to change, so please check back!

Schedule

Syllabus

Objectives, in more detail

(1) project management and programming golden rules>

* = $$$, and ** = :)

(2) our data science “stack”

(3) data: cleaning, exploring, visualizing and organizing

(4) web crawling and data scraping

(5) prediction models and data analysis

* “A few times a year, I get asked to be a judge of student statistical projects in politics or sports. While the students are very bright, they spend WAY too much time using fancy statistical methods and not enough time framing the right questions and contextualizing their answers. If you want to be a good data scientist, you should spend ~49% of your time developing your statistical intuition (i.e. how to ask good questions of the data), and ~49% of your time on domain knowledge (improving overall understanding of your field). Only ~2% on methods per se.” - Nate Silver

Outputs:

  1. Use all methods above in one project that can be on your resume + teaches peers/myself + demonstrates accumulated finance knowledge + (BONUS) shows off ability to deliver reports/work product that bosses
  2. Your resume can now list several new skills employers pay $$$ for
  3. Your resume can now list a completed project showing off those skills (which employers pay $$$ for)
  4. Experience you can take to interviews

Practical Matters and Expectations

Grading

10% Participation, details here
50% Assignments, details here
15% Peer review, details here
25% Final Project, details later

Unless explicitly noted, all assignments must be completed individually. Changes to submissions after the deadline will be ignored, and missed assignments will receive a zero.

Student Senate Statement on Academic Integrity

We, the Lehigh University Student Senate, as the standing representative body of all undergraduates, reaffirm the duty and obligation of students to meet and uphold the highest principles and values of personal, moral and ethical conduct. As partners in our educational community, both students and faculty share the responsibility for promoting and helping to ensure an environment of academic integrity. As such, each student is expected to complete all academic course work in accordance to the standards set forth by the faculty and in compliance with the University’s Code of Conduct.

More on Academic Integrity

The work you do in this course must be your own. This means that you must be aware when you are building on someone else’s ideas—including the ideas of your classmates, your professor, and the authors you read—and explicitly acknowledge when you are doing so. Feel free to build on, react to, criticize, and analyze the ideas of others but, when you do, make it known whose ideas you are working with. If you ever have questions about drawing the line between others’ work and your own, ask me and I will give you clear guidance or you may visit Lehigh Library’s ‘Proper Use of Information’ page at http://libraryguides.lehigh.edu/plagiarism

The Principles of Our Equitable Community

The Principles of Our Equitable Community: Lehigh University endorses The Principles of Our Equitable Community. We expect each member of this class to acknowledge and practice these Principles. Respect for each other and for differing viewpoints is a vital component of the learning environment inside and outside the classroom.

Accommodations for Students with Disabilities

Lehigh University is committed to maintaining an equitable and inclusive community and welcomes students with disabilities into all of the University’s educational programs. In order to receive consideration for reasonable accommodations, a student with a disability must contact Disability Support Services (DSS), provide documentation, and participate in an interactive review process. If the documentation supports a request for reasonable accommodations, DSS will provide students with a Letter of Accommodations. Students who are approved for accommodations at Lehigh should share this letter and discuss their accommodations and learning needs with instructors as early in the semester as possible. For more information or to request services, please contact Disability Support Services in person in Williams Hall, Suite 301, via phone at 610-758-4152, via email at indss@lehigh.edu, or online at https://studentaffairs.lehigh.edu/disabilities.

Lehigh University Policy on Harassment and Non-Discrimination

Lehigh University upholds The Principles of Our Equitable Community and is committed to providing an educational, working, co-curricular, social, and living environment for all students, staff, faculty, trustees, contract workers, and visitors that is free from harassment and discrimination on the basis of age, color, disability, gender identity or expression, genetic information, marital or familial status, national or ethnic origin, race, religion, sex, sexual orientation, or veteran status. Such harassment or discrimination is unacceptable behavior and will not be tolerated. The University strongly encourages (and, depending upon the circumstances, may require) students, faculty, staff or visitors who experience or witness harassment or discrimination, or have information about harassment or discrimination in University programs or activities, to immediately report such conduct.

FAQ

There is nothing here, because the class hasn’t started! Who is to say what is “frequent”? But this section will constantly evolve. Please check back often.

Acknowledgments / License

This course draws on great work, including: