The page uses Browser Access Keys to help with keyboard navigation. Click to learn moreSkip to Navigation

Different browsers use different keystrokes to activate accesskey shortcuts. Please reference the following list to use access keys on your system.

Alt and the accesskey, for Internet Explorer on Windows
Shift and Alt and the accesskey, for Firefox on Windows
Shift and Esc and the accesskey, for Windows or Mac
Ctrl and the accesskey, for the following browsers on a Mac: Internet Explorer 5.2, Safari 1.2, Firefox, Mozilla, Netscape 6+.

We use the following access keys on our gateway

n Skip to Navigation
k Accesskeys description
h Help
Cornell University    
 
    
 
  Sep 23, 2017
 
Courses of Study 2016-2017 [ARCHIVED CATALOG]

[Add to Favorites]

AEM 6070 - Advanced Financial Analytics with Applications in Agriculture and Development


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

Prerequisite: Basic programming knowledge and statistical knowledge, or a course in programming (Python, C++, MATLAB, etc.) highly recommended and assumed. Appropriate for graduate students in AEM, or graduate students in a technical field such as Engineering/CS who have an interest in finance. Enrollment limited to: graduate standing. Co-meets with AEM 4070 .

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.



[Add to Favorites]