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FINA 5376. FINANCIAL DATA ANALYTICS. 3 Hours.

This course is a hands-on introduction to the application of data science techniques to visualize, condition, transform, and model financial data using R. Topics include: the layered grammar of graphics, security and portfolio returns, risk analysis, portfolio optimization and performance, publishing results using R Markdown, and an introduction to processing large data sets from public data sources, WRDS, and the SEC's Edgar database. Prerequisite: FINA 5311 or departmental permission.