Type:Lecture
Language:English
Scheduled in semester:3
Semester Hours per Week / Contact Hours:32.0 L / 24.0 h
Self-directed study time:126.0 h
Module coordination/Lecturers
- Dr. Lars Kaiser
(Modulleitung)
- Dr. Lars Kaiser
(Interner Dozent)
- Dr. rer. oec. Jurij-Andrei Reichenecker, MSc UZH ETH LL.M.
(Co-Modulleitung)
Curricula
Master's degree programme in Banking and Financial Management (01.10.2008)Modules
Description
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.
Learning Outcomes
Getting acquainted with Matlab at this stage will provide students with a good starting point for the empirical analysis of their master thesis.
Qualifications
Literature
Data Analysis with MATLAB. Available from:
http://www.mathworks.com/help/pdf_doc/matlab/data_analysis.pdf
Exam Modalities
- Assignment (depending on the project an additional presentation may apply) (100%)
- Obligatory class participation
Comments
Expected group size: 3-4 students.