FE520 Introduction to Python for Financial Applications
Course Catalog Description
Campus | Fall | Spring | Summer |
---|---|---|---|
On Campus | X | X | X |
Web Campus | X | X | X |
Instructors
Professor | Office | |
---|---|---|
Dan Wang
![]() |
dwang35@stevens.edu | Babbio Center 209 |
Zhiyuan Yao
![]() |
zyao9@stevens.edu | HFSL Research Room |
More Information
Course Description
This course is designed for those students have no experience or limited experience on Python. This course will cover the basis syntax rules, modules, importing packages (Numpy, pandas), data visualization, and Intro for machine learning on Python. You will need to implement what you learn from this course to do a finance- related project. This course aims to get you familiar with Python language, and can finish a simple project with Python
Course Resources
Textbook
Dive into Python, http://www.diveintopython.net
Python for Data Analysis, Wes McKinney, O'Reilly Media, 2012
Python for Everyone, https://www.py4e.com/
Additional References
Python 3 Object Oriented Programming, Dusty Phillips, Packt Publishing, 2010.
Python for Finance - Analyze Big Financial Data, Yves Hilpisch, O'Reilly Media, 2014
Grading
Grading Policies
- Quizzes (Weekly): 70%
- Final Project: 30% (Report +Presentation)
- Bonus: 5%
- Homework should be finished by yourself, Cheating is 0 tolerate misconduct in Stevens. You will share the score with everyone for first time cheating, and you will fail for second time. There are only two requirements for the project: (i) you must use Python, (ii) project must be finance-related. You are encouraged to use any online resources for your project. Please don't limit the scope within the few packages we will introduce in class. Your projects are encouraged to use as much tech skills as you can, and the grades will be evaluated by comparing with the best project.
Lecture Outline
Topic | Reading | |
---|---|---|
Week 1 | Installing Python and IPython Notebook | |
Week 2 | Basic Python Language I | Homework 1 |
Week 3 | Basic Python Language II | |
Week 4 | Basic Python Language I | Homework 2 |
Week 5 | Intro to useful standard library | |
Week 6 | NumPy Basics | Homework 3 |
Week 7 | Getting Started with pandas | |
Week 8 | No Class due to Columbus Day | |
Week 9 | Pandas II | Homework 4 |
Week 10 | Plotting and Visualization | |
Week 11 | Time Series | Homework 5 |
Week 12 | Financial and Economic Data Applications | |
Week 13 | Introduction to Machine Learning I | Homework 6 |
Week 14 | Introduction to Machine Learning II | |
Week 15 | Final Presentation |