MAF759 - Financial Data Analytics
Unit details
| Year: | 2022 unit information |
|---|---|
| Enrolment modes: | Trimester 1: Burwood (Melbourne), Cloud (online) |
| Credit point(s): | 1 |
| EFTSL value: | 0.125 |
| Unit Chair: | Trimester 1: Ruipeng Liu Trimester 3: Vincent Xiang |
| Cohort rule: | Must be enrolled in courses M530, M630, M660, M720, M730, M740, M750, M755, M760, M770, M794, D707, D709 or D712 |
| Previously: | Analytical Methods |
| Prerequisite: | Nil |
| Corequisite: | Nil |
| Incompatible with: | MAF904 |
| Typical study commitment: | Students will on average spend 150 hours over the teaching period undertaking the teaching, learning and assessment activities for this unit. |
| Scheduled learning activities - campus: | 1 x 3 hour seminar per week |
| Scheduled learning activities - cloud: | Online independent and collaborative learning activities including 3 scheduled online seminars From T2 2022: |
Content
This unit will enable students to understand the basic and more advanced mathematics and statistics involved in the finance world. It introduces financial mathematical concepts which underpin the financial decision making process. In addition the unit covers financial markets, portfolio management and econometric methods.
| ULO | These are the Learning Outcomes (ULO) for this unit. At the completion of this unit, successful students can: | Deakin Graduate Learning Outcomes |
|---|---|---|
| ULO1 | Explain and apply commonly used mathematical and statistical concepts and techniques to analyse financial data (including regression analysis and time series models) | GLO1: Discipline-specific knowledge and capabilities |
| ULO2 | Apply econometric techniques on empirical data to test hypotheses in finance theory (such as the capital asset pricing model, the efficient markets hypothesis) | GLO1: Discipline-specific knowledge and capabilities |
| ULO3 | Evaluate suitability of various valuation techniques involved in risk measurement; portfolio simulation and optimisation; and capital budgeting and management | GLO1: Discipline-specific |
| ULO4 | Interpret and evaluate the results obtained from using econometric techniques on empirical data | GLO4: Critical thinking |
These Unit Learning Outcomes are applicable for all teaching periods throughout the year
Assessment
| Assessment Description | Student output | Grading and weighting (% total mark for unit) |
Indicative due week |
|---|---|---|---|
| Assessment 1: (Individual) Multiple Choice Quiz (Online) | 20 minutes | 10% | Weeks 4 & 5 |
| Assessment 2: (Individual) Problem Based Written Assignment (Quantitative) | No word limit | 30% | Week 9 |
| Examination (Closed Book) | 2 hours | 60% | Exam period |
The assessment due weeks provided may change. The Unit Chair will clarify the exact assessment requirements, including the due date, at the start of the teaching period.
Hurdle requirement
Hurdle requirement: achieve at least 50% of the marks available on the examination
Learning Resource
The texts and reading list for the unit can be found on the University Library via the link below: MAF759 Note: Select the relevant trimester reading list. Please note that a future teaching period's reading list may not be available until a month prior to the start of that teaching period so you may wish to use the relevant trimester's prior year reading list as a guide only.
Unit Fee Information
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