DATA-DRIVEN FINANCE AND CAPITAL MARKET STRATEGY(Sponsored Course)

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DATA-DRIVEN FINANCE AND CAPITAL MARKET STRATEGY(Sponsored Course)

Subtitle	(Sponsored by Acropolis Advisors, Inc.)
Lecturer(s)	NAKATSUMA, TERUO
Credit(s)	2
Academic Year/Semester	2024 Spring
Day/Period	Wed.2
Campus	Mita
Class Format	Face-to-face classes (conducted mainly in-person)
Registration Number	06613
Faculty/Graduate School	ECONOMICS
Department/Major	ECONOMICS Type A, B
Year Level	3, 4
Field	MAJOR SUBJECTS ELECTIVE
Grade Type	This item will appear when you log in (Keio ID required).
Course Description	In today's financial markets, computer-based algorithmic trading, HFT (High Frequency Trading) to place buy and sell orders in a short period, big data analysis to pick up information that market participants may overlook, and other various data-driven methods have been proposed and applied to asset management. Practitioners will be invited to lecture on these state-of-the-art technologies.
K-Number	FEC-EC-35113-211-07

Course Administrator	Faculty/Graduate School	FEC	ECONOMICS
Course Administrator	Department/Major	EC	ECONOMICS
Main Course Number	Level	3	Third-year level coursework
	Major Classification	5	Major Subjects Course- Advanced Course
	Minor Classification	11	Lecture - Econometrics and Statistics
	Subject Type	3	Elective subject
Supplemental Course Information	Class Classification	2	Lecture
	Class Format	1	Face-to-face classes (conducted mainly in-person)
	Language of Instruction	1	Japanese
Academic Discipline		07	Economics, business administration, and related fields

Course Contents/Objectives/Teaching Method/Intended Learning Outcome

In recent years, new techniques called data-driven finance have been introduced in financial business. New investment methods such as machine learning, alternative data and HFT (high-frequency trading) are utilized for trading in financial markets. Furthermore, the relationship between listed companies and institutional investors is undergoing changes. There is a growing need for management responses that focus on ESG (Environmental, Social, and Governance) factors, human capital management, and awareness of stock prices and capital costs. This includes addressing shareholder proposals, engagement strategies, and market communication. In this lecture, we will invite practitioners working at the forefront as guest lecturers and provide lectures on practical aspects of data-driven finance and capital market strategy.

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Textbooks

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Lab / Skill-development / On-site training	An educational approach in which students deepen their understanding of educational content through first-hand experience and trial-and-error by initiating their own activities at facilities and accommodations both on and off campus.
Fieldwork	An educational approach in which students conduct surveys and observations on their own to collect information both on and off campus.
Presentations	An educational approach in which students deepen their understanding of educational content by preparing materials and delivering presentations in class.
Discussions, Debates	An educational approach in which students deepen their understanding of educational content through sharing and discussing their opinions on designated topics.
Group work	An educational approach in which students are divided into small groups and assigned tasks on issues related to educational content.
Role-playing	An educational approach in which students deepen their understanding of educational content by being assigned specific roles to play, thus allowing them to experience different viewpoints.
Flipped classroom	An educational approach in which students study the course lecture in advance, and questions and discussions relating to that content are then held in class.
Problem-based learning	An educational approach in which students acquire knowledge and skills related to educational content by attempting to tackle specific projects or problems posed to them.