Georgetown University

Advanced Financial Modeling

As the access to real-time data has substantially increased, quantitative techniques have become mainstream in a number of industries including finance. This course focuses on learning fundamental data analysis techniques, using the various libraries and code base of Python. No prior course knowledge is required and by the end of this course you will learn how to perform:  

  • Visualizations of various time series and panel data sets
  • Observing and identifying seasonality and trends in data
  • Estimating predictive models from data using built-in software packages
  • Working with larger scale data to identify patterns and growth rates of corporations and industries

Students will be implementing (and simultaneously learning) the Python programming language. Why Python? First, it’s an extremely powerful language whose features can replicate Excel and other software operations at a high speed. Second, the libraries that are available are extremely useful. For example, Pandas and NumPy make manipulation of data arrays very simple. Finally, Python script is very simple to write and is not subject to some of the cumbersome constraints of older programming languages (e.g. variable initialization and memory management).