MGTF 414. Analyzing Large Data (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/MGT.html#mgtf414
Description
Introduction to both structured and unstructured data analysis. Methods for “harvesting” internet data and putting it into suitable format will be covered. Other topics include large market microstructure data (tick-by-tick data, high-frequency data), data with missing observations, and Kalman filtering. Letter grades only. Prerequisites: restricted to master of finance program or by consent of instructor and department stamp.
Prerequisite courses
MGTF 414 has no prerequisite courses.
Successor courses
No courses have MGTF 414 as a prerequisite.