3804526: MasterPROJECT 3

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Semester:WS 14/15
Art:Vorlesung
Sprache:Englisch
Plansemester:3
Lektionen / Semester:32.0 L / 24.0 h
Selbststudium:126.0 h

Modulleitung/Dozierende

Studiengang

Masterstudium Banking and Financial Management (01.10.2008)

Module

Beschreibung

The aim of this MasterPROJECT is to create a database of international stock data. Students are expected to download all available stock data for multiple countries. More specifically:
 Prices
 Total return
 Market values
 Dividend payments
 Industry affiliation
 Fundamental metrics (dividend yield, p/e, eps, etc)

The data has to be collected for different frequencies:
 Daily
 Weekly
 Monthly
 Annual

Subsequently, students have to construct a Matlab database taking a structured and consistent approach across all datasets. Once the data has been embedded in Matlab, students are expected to write a code for cleaning the data according to various aspects and provide a first analysis in terms of sample statistics. Furthermore, a detailed documentation of the data selection and cleaning process has to be provided. Information must be structured in a clear, orderly fashion.

Lernergebnisse

Getting acquainted with Matlab at this stage will provide students with a good starting point for the empirical analysis of their master thesis.

Kompetenzen

Literatur

Data Analysis with MATLAB. Available from:
http://www.mathworks.com/help/pdf_doc/matlab/data_analysis.pdf

Prüfungsmodalitäten

  • Assignment (depending on the project an additional presentation may apply) (100%)
  • Obligatory class participation

Kommentar

Expected group size: 3-4 students.