BIG DATA IN CORPORATE FINANCE AND BANKING

The "BIG DATA IN CORPORATE FINANCE AND BANKING" course allows students to understand the connections between some fundamental themes of the degree course: technological topics (BIG DATA & ANAYTICS), Corporate finance and banking. In particular, through lectures, case studies, applications, we understand how we move from conceptual aspects (of product and process) to data structures and analytical processes.
The aim of the course is to learn statistical methods and operational techniques to analyze financial data, in the capital markets, corporate finance, risk management, also thanks to the use of specialized software.

The course is characterized by 3 parts: lectures, case studies led by the teacher, laboratory activities (with data Analytics software: QLIK and KNIME).
At the end of the course the student is in possession of the following
Knowledge
• Datawarehouse (bases and modeling)
• Data Analytics: descriptive and predictive methods
• BIG DATA: definitions, applications, tools
• Advanced statistical methods: Linear Regression
• Data structures for finance and banking
• Concepts of ETL and data cleaning
• Scope of BIG DATA and Analytics

Operational Skills
• Design a data model for analyzes (datawarehouse)
• Know the main techniques of quantitative and qualitative data analysis
• Set up simple data ETL techniques
• Design analytics KPIs
• Create simple reports and data analysis dashboards
• Use a data analytics software

To attend the course it is recommended to have the following knowledge and skills:
• basic concepts of data modeling (relational database)
• basic statistical methods
• good propensity to use software
• good knowledge of corporate finance
• good knowledge of the financial markets

. Design of databases
• Datawarehouse: objectives, structures, data models
• The Dimensions: flat and hierarchical
• The metrics (additive and non-additive)
• Business Intelligence and data Analytics: principles and definitions
• Basic Business Intelligence: OLAP reporting and analysis
• Advanced Business Intelligence: Data Mining and What if Simulation
• Review on the software market
• BIG DATA: size, variety and speed
• Applications to corporate finance
• Banking applications
• Laboratory: organization of financial data through Relational Database
• Laboratory: QLIK and KNIME
• Laboratory: analysis dashboards

Mandatory
- Texts Lecture notes by the teacher


Optional texts and supplementary readings
- Data Analytics For Beginners - Author Victor Finch
- Performance Dashboards: Measuring, Monitoring, and Managing Your Business - Author Wayne W. Eckerson
- WIKIPEDIA
- Web sites

The written test is divided into two parts, and is aimed at measuring theoretical and applicative knowledge.
A first part is characterized by multiple choice tests, the second consists in the development of a set of financial data analysis KPIs using QLIK Sense

Theoretical and practical lectures.
Applications using QLIK

English

written