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DAFA WS 2021-2
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Data Analytics in Finance & Accounting

Winter Term 2021-2

Prof. Dr. Mark Wahrenburg  & Sasan Mansouri


Important links:


Session#1 (18.10.2021)

Organization Slides

Jupyter notebooks

Homework

Further readings


Session#2 (25.10.2021)

Slides

Jupyter notebooks

Homework

Further readings In OLAT/Kursmaterial/Resources


Session#3 (28.10.2021)

Slides

Jupyter notebooks

Homework notebook:

2.C1 to 2.C4 of the Data Analysis book, ch.2

Further readings In OLAT/Kursmaterial/Resources


Session#4 (01.11.2021)

Slides

Jupyter notebooks

1 - Try notebook & check with its solution

2 -  Review this notebook


Session#5 (08.11.2021)

Slides

Seaborn

Plotly

Mplfinance(& Notebook)

Homework: Try to convert the Seaborn plots in this notebook to Plotly

Nice paper for reading:

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3756587 


Session#6 (11.11.2021)

Slides

on the YouTube playlist:

Notebook: Pandas time series 

Homework: trading strategy


Session#7 (15.11.2021)

Slides

Notebook 

Presentations on the YouTube playlist:


Session#8 (22.11.2021)

Slides

BeautifulSoup codes


Session#9 (25.11.2021)

Slides

BeutifulSoup Exercise

Selenium Code

PyAutoGui Code

Presentations on the YouTube playlist:

  • Multiprocessing
  • Pandarallel

Session#10 (29.11.2021)

Slides