慶應義塾大学 シラバス・時間割

Financial Econometrics(GPP)

サブタイトルProject in Statistics and/or Finance
担当者名ポチロン, ヨアン
単位2
年度・学期2026 春
曜日時限水4
キャンパス三田
授業実施形態対面授業(主として対面授業)
登録番号07165
設置学部・研究科商学部
設置学科・専攻商学科
学年3, 4
分野専攻科目Ⅲ類(専攻選択科目)Global
評語タイプログインすると表示されます(要慶應ID)。
科目概要金融計量経済学を学ぶ
K-Number FBC-BC-34353-212-07
科目設置学部・研究科FBC商学部
学科・専攻BC商学科
科目主番号レベル33年次配当レベル
大分類4専攻科目
小分類35Ⅲ類専攻フィールド選択科目 - 共通
科目種別3選択科目
科目補足授業区分2講義
授業実施形態1対面授業(主として対面授業)
授業言語2英語
学問分野07経済学、経営学およびその関連分野

授業科目の内容・目的・方法・到達目標

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.

実務経験のある教員による授業科目

該当しない

能動的学修形式説明

該当なし

準備学修(予習・復習等)

Not applicable

授業の計画

第1回
Introductory class #1 -- The professor will present the background required to choose about a project
第2回
Introductory class #2 -- The professor will present the background required to choose about a project
第3回
Students choose and work on their own project in class while the professor can "supervise" them
第4回
Students choose and work on their own project in class while the professor can "supervise" them
第5回
Students work on their own project in class while the professor can "supervise" them
第6回
Students work on their own project in class while the professor can "supervise" them
第7回
Students work on their own project in class while the professor can "supervise" them
第8回
Students work on their own project in class while the professor can "supervise" them
第9回
Students work on their own project in class while the professor can "supervise" them
第10回
Students work on their own project in class while the professor can "supervise" them
第11回
Students work on their own project in class while the professor can "supervise" them
第12回
Students work on their own project in class while the professor can "supervise" them
第13回
Students work on their own project in class while the professor can "supervise" them
第14回
Students work on their own project in class while the professor can "supervise" them
その他
Students work on their own project in class while the professor can "supervise" them

成績評価方法

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.

授業における生成AIの利用可否・利用方針

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