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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 | 3 | 3年次配当レベル |
| 大分類 | 4 | 専攻科目 | |
| 小分類 | 35 | Ⅲ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.