Data Analytics in Finance & Accounting

Winter Term 2022-3

Dr. Sasan Mansouri

Prof. Dr. Mark Wahrenburg

Important links:

• Syllabus
• OLAT

• QIS

• Piazza 
• HWs submission link
• zoom

Session#1 (17.10.2022)

• Slides
• Notebook
• Homework

Notes:

1. Don't forget to register on PIAZZA
2. Submit your HW before the next session's begin

Session#2 (24.10.2022)

• Slides
• Notebook
• HomeWork

Session#3 (27.10.2022)

• Slides
• Notebook

Session#4 (31.10.2022)

• Slides
• Notebook
• HWs

• HW1(No need for submission)
• HW2

Session#5 (07.11.2022)

• Slides
• Notebooks

• RegEx
• Fuzzy Merge

• HW

Session#6 (10.11.2022)

• Slides

• EDA slides

• Notebook

• Titanic df

Session#7 (14.11.2022)

• Slides
• Notebooks

• Matplotlib
• Seaborn

Session#8 (21.11.2022)

• Streamlit material

• YouTube upload of the live session: https://youtu.be/E2FvyLeUYpM 

• Plotly

Session#9 (24.11.2022)

• Deloitte Guest lecture

Session#10 (28.11.2022)

Prerequisites (as posted in PIAZZA):

• Slides
• Notebook of WSB exercise

Session#11 (28.11.2022)

• Some requirements:

• Chrome extensions:

• https://chrome.google.com/webstore/detail/element-locator/pldlfgnilfdheajekfphjkjeooignhkc?hl=en 
• https://chrome.google.com/webstore/detail/web-scraper-free-web-scra/jnhgnonknehpejjnehehllkliplmbmhn?hl=en

• Chrome web driver:

• https://chromedriver.chromium.org/downloads 

• Optional: register for an account at https://www.tipranks.com/ 

• Keep your login information at hand

• Notes
• Py file for the class exercises        
• Exercise 1 : ​​https://www.ardmediathek.de/video/dokus-im-ersten/wm-der-luege-wie-fifa-katar-schoenredet/das-erste/Y3JpZDovL2Rhc2Vyc3RlLmRlL3JlcG9ydGFnZSBfIGRva3VtZW50YXRpb24gaW0gZXJzdGVuLzYwNWU4MmIzLTc3ZGQtNDhlYS05N2E1LTQzYzQ4OTY5NGM2Mg

Session#12 (05.12.2022)

• Notes
• Py file for the class exercises        

Session#13 (12.12.2022)

• Slides 
• Notebook
• Reading Materials: https://onlinelibrary.wiley.com/doi/10.1111/1475-679X.12123 

Session#14 (19.12.2022)

THE CLASS WE BE ONLINE IN ZOOM:

https://uni-frankfurt.zoom.us/my/sasi2400?pwd=RFZHZC94dGxOWTZwajZST3gvOGJSZz09

• Genism & word2vec

• Slides
• Notebook
• Download the data
• Required installs:

• pip install gensim
• pip install tqdm
• pip install nltk
• pip install stop-words

• Spacy & Bert

• Material
• Note:

• The Spacy notebook can be run on the local jupyter notebook environment. However, the Bert notebook should be run in google colab since the notebook requires access to a GPU.

• HuggingFace & Transformers

• Transformers.ipynb (Tutorial on Transformers)
• Coding_Examples_HuggingFace.ipynb (Coding examples)
• SEmappingsDAFA.xlsx (necessary data for the coding examples, easiest if placed in the same folder as the notebook)
• HuggingFace.pdf (our presentation in pdf)

• Requirements :
• PyTorch
  

• Pytorch is an open-source machine learning framework that you can download for free from their website (https://pytorch.org/get-started/locally/)
• Just choose all your hard- and software requirements and run the respective command in the Anaconda Powershell

• You can check if it worked by running the import torch in Jupyter Notebook

• Transformers

• For transformers, you can simply run the command pip install transformers
• Just run the line from transformers import pipeline in Jupyter Notebook to see if it worked

• Hugging Face Account

• https://huggingface.co/join
• Just type in your e-mail address, choose a password, and confirm your e-mail address

Session#15 (09.01.2023)

• DWS Guest Lecture

• DWS ESG Engine

Session#16 (16.01.2023)

• NLP & Text Analytics Use Cases in Financial Services

Session#17 (19.01.2023)

Video Recordings are available at : https://youtu.be/vXH_zhDlQI0 

• SQL Intro

• DB
• SQL online

• SQL Alchemy

• HW solutions

Session#18 (23.01.2023)

• A framework for prediction (ML concepts)

• Slides
• Notebook

Session#19 (30.01.2023)

• Guest lecture materials

Session#20 (02.02.2023)

• TPOT

• Slides
• Notebook

• Prophet

• Slides
• Material

• PyCaret

• Slides
• Material

Session#21 (06.02.2023) - Final Session

• Slides
• Case study:

• Notebook
• Presentation file