FINANCIAL ECONOMETRICS（ＧＰＰ） | Syllabus and Timetable

Keio University Syllabus and Timetable

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FINANCIAL ECONOMETRICS（ＧＰＰ）

Subtitle	Project in Statistics and/or Finance
Lecturer(s)	POTIRON, YOANN
Credit(s)	2
Academic Year/Semester	2026 Spring
Day/Period	Wed.4
Campus	Mita
Class Format	Face-to-face classes (conducted mainly in-person)
Registration Number	07165
Faculty/Graduate School	BUSINESS AND COMMERCE
Department/Major	BUSINESS AND COMMERCE
Year Level	3, 4
Field	SPECIALIZED SUBJECTS
Grade Type	This item will appear when you log in (Keio ID required).
Course Description	This course covers financial econometrics.
K-Number	FBC-BC-34353-212-07

Course Administrator	Faculty/Graduate School	FBC	BUSINESS AND COMMERCE
Course Administrator	Department/Major	BC	BUSINESS AND COMMERCE
Main Course Number	Level	3	Third-year level coursework
	Major Classification	4	Major Field Course
	Minor Classification	35	Iii Major Field Elective Courses - Common
	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	2	English
Academic Discipline		07	Economics, business administration, and related fields

Course Contents/Objectives/Teaching Method/Intended Learning Outcome

The main objective of this course is to develop the skills needed to do work in the industry or research with the use of statistics and/or financial data. The course aims to provide students with techniques and receipts for estimation and assessment of quality of statistical models. Each student is expected to choose a project, and to make a report and a final presentation to the class. In addition, the student is expected to discuss about the advancement of the project at least once during the semester. The presentation can include theory, numerical simulations and/or data analysis.

Course Taught by Faculty Member with Professional Experience

Not applicable

Active Learning MethodsDescription

Not applicable

Preparatory Study

Not applicable

Course Plan

Lesson 1

Introductory class #1 -- The professor will present the background required to choose about a project

Lesson 2

Introductory class #2 -- The professor will present the background required to choose about a project

Lesson 3

Students choose and work on their own project in class while the professor can "supervise" them

Lesson 4

Students choose and work on their own project in class while the professor can "supervise" them

Lesson 5

Students work on their own project in class while the professor can "supervise" them

Lesson 6

Students work on their own project in class while the professor can "supervise" them

Lesson 7

Students work on their own project in class while the professor can "supervise" them

Lesson 8

Students work on their own project in class while the professor can "supervise" them

Lesson 9

Students work on their own project in class while the professor can "supervise" them

Lesson 10

Students work on their own project in class while the professor can "supervise" them

Lesson 11

Students work on their own project in class while the professor can "supervise" them

Lesson 12

Students work on their own project in class while the professor can "supervise" them

Lesson 13

Students work on their own project in class while the professor can "supervise" them

Lesson 14

Students work on their own project in class while the professor can "supervise" them

Other

Students work on their own project in class while the professor can "supervise" them

Method of Evaluation

The evaluation will be based on the report (50% of the final grade) and the final presentation (50% of the final grade). The report should be written in Latex, and should be around 15-20 page long. Its style should be based on a research paper, with different sections and including a bibliography. The presentation will be 15 minute long, including 5 minutes for questions. Latex is a typing sofware for high-quality presentation.

Generative AI Policy for Classes

The use of AI is encouraged to study, however the final report should be fully written by the student.

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.