FINANCE LABORATORY

Academic year
2026/2027 Syllabus of previous years
Official course title
LABORATORIO DI FINANZA
Course code
EM5018 (AF:728618 AR:432504)
Teaching language
Italian
Modality
On campus classes
ECTS credits
6
Degree level
Master's Degree Programme (DM270)
Academic Discipline
ECON-05/A
Period
4th Term
Course year
1
Where
VENEZIA
This is an introductory course of the Python language with applications in financial econometrics. In particular, special focus will be given to high frequency data, multivariate models for volatility (semi-parametric) and text mining.
The learning goals/objectives of the course are: (1) Introduction to the software Python and (2) survey of some relevant theoretical and practical techniques for risk measures, volatility modelling and multivariate analysis

It is preferable that the student has a basic knowledge of:
Econometrics
Statistics
Probability
Topics to be covered include:

- An Introduction to Python for financial applications
- Multivariate models (factor models and principal components)
- High frequency data modeling
- Text analysis
- A primer on state space models with applications to finance (optional)
- Teaching material will be shared on Moodle
- Further readings on Python
The exam consists on an oral examination in which students will discuss an empirical project developed with Python.
oral

The instructor is responsible for ensuring the authenticity and originality of all examinations and coursework. In cases of suspected academic misconduct, an additional on-site assessment may be required during the exams, which may differ from the standard format.

The thesis is evaluated as follows:
- Up to 15 points for the written document
- Up to 15 points for the oral presentation.
Lectures and practice sessions.
Definitive programme.
Last update of the programme: 30/03/2026