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Regular version of the site
Master 2025/2026

Big Data and Machine Learning With Applications to Economics and Finance

Type: Elective course (Financial Economics)
When: 2 year, 1, 2 module
Online hours: 10
Open to: students of one campus
Instructors: Fabian Slonimczyk
Language: English

Course Syllabus

Abstract

Big Data and Machine Learning (M.Sc. level) is an advanced elective course designed for masters students at ICEF. The course is open to all second year M.Sc. students. Basic knowledge of the Python programming language is strongly advised but not required. Students without Python knowledge will be expected to exert additional effort during the first few weeks of the course to catch up. The course is taught in English. The course has three broad sections: I. Building skills using Python libraries to solve common problems in the analysis offinancial data. II. Learning how to mine the web, social media, and other big data sources in searchfor data. III. Designing and implementing machine learning models.