Course Catalog Description

Introduction

Welcome to FE513! The course aims to introduce the required techniques and fundamental knowledge in data science techniques. It helps students to be familiar with database and data analysis tools. Students will be able to manage data in database and solve financial problems using R program packages. This course is designed for graduate students in the Financial Engineering program at the School of Business

Campus	Fall	Spring	Summer
On Campus	X	X
Web Campus	X	X	X

Instructors

Professor	Email	Office
Cheng Lu	clu12@stevens.edu	BC640
Ying Li	yli269@stevens.edu

More Information

Course Outcomes

At the end of this course, students will be able to:

1.Use R to scrape, clean, and process data.

2.Use relational database to store data locally.

3.Manage database through R and get data from database using R.

4.Design efficient relational databases for different data sizes and different industry.

5.Use NoSQL (MongoDB) to store data.

6.Design efficient MongoDB databases.

Course Resources

Textbook

Avi Silberschatz, Database System Concepts , Fifth Edition, McGraw-Hill, 2006, ISBN0-07-295886-3.

Walter Shields, SQL QuickStart Guide: The Simplified Beginner’s Guide to Managing, Analyzing, and Manipulating Data With SQL, ClydeBank Media LLC, 2019, ISBN-101945051752.

Eoin Brazil, MongoDB: The Definitive Guide: Powerful and Scalable Data Storage, 3rd Edition, O’Reilly Media, 2019, ISBN-10: 1491954469.

Additional References

There will be a list of recommended readings. Programming Language (https://stackoverflow.com/) Data Science Competition (https://www.kaggle.com/) MongoDB Documentation (https://docs.mongodb.com/manual/tutorial/getting-started/)

Grading

Grading Policies

Your final grade will be determined by the number of points you collect:

60% Assignment(20% each)
40% Final

No late assignment is allowed without permission from instructor. No curving in this class

Lecture Outline

	Topic	Assignment
Week 1	Intro to course, working environment setup
Week 2	Basic R: Usage of Packages and functions	Assignment I Publish
Week 3	Advanced R: functions and visualization
Week 4	SQL I: Intro to PostgreSQL
Week 5	SQL II: Table Join and Set Operation	Assignment I Due & Assignment II Publish
Week 6	SQL III: Subquery and I/O
Week 7	SQL IV: Role Management and Function
Week 8	SQL V: Triggers and Backup/Restore	Assignment II Due & Assignment III Publish
Week 9	SQL and R: PostgreSQL API and other APIs
Week 10	SQL VI: Explain
Week 11	SQL VII: Index and Summary	Assignment III Due
Week 12	MongoDB I: Intro to NoSQL and MongoDB Setup
Week 13	MongoDB II: Basic Query Syntax
Week 14	MongoDB III: Cloud Server and Operaters	Final Exam Publish