復(fù)旦大學(xué)研究生課程教學(xué)大課程名稱/CourseTitle:SDASmartDataAnalytics課程代碼/CourseCode: ECON830060WolfgangKarlH?rdle任課教師/Instructor(WolfgangKarlH?rdle開課院系/School/Department:經(jīng)濟(jì)學(xué)院 1.課程概要/CourseSummary課程名稱（中文CourseTitle(Chinese)智慧數(shù)據(jù)分析課程名稱（英文)CourseTitle(English)SDASmartDataAnalytics課程代碼CourseCodeECON830060任課教師Instructors)WolfgangKarlHardle開課院系SchoolDepartment經(jīng)濟(jì)學(xué)院開課學(xué)期semester2023秋季學(xué)期授課語TeachingLanguage英語適用學(xué)科專業(yè)Discipline/Specialization經(jīng)濟(jì)學(xué)學(xué)分CourseCredit(s)1教學(xué)周數(shù)Weeks2總學(xué)TeachingHoursinTotal18實(shí)驗(yàn)踐學(xué)時HoursforExperiments/Practice0預(yù)修課程要求PrerequisiteCourses)課程簡CourseIntroductionDataareeverywhereandtheubiquitousavailabilityofhugeamountsofdatamakesitnecessarytodevelopsmartdataanalytics.Outoftheplethoraoftoolsthatareavailableformanyscientificdisciplinesthiscourseoffersforthecommondataanalystaneasyaccesstoalllevelsofanalysiswithoutdeepcomputerprogrammingknowledge.SDAprovidesawidevarietyofexercises.Inadditionafullsetofslidesisprovidedmakingiteasierfortheparticipantstoreanalysethepresentedmaterial.TheRandPythonprogramminglanguagesarebecomingthelinguafrancaofcomputationaldataanalysis.Theyarethecommonsmartdataanalyticssoftwareplatformsusedinsidecorporationsandinacademia.BothareOSindependentfreeopen-sourceprogramswhicharepopularisedandimprovedbyhundredsofvolunteersallovertheworld.2CourseObjectiveTheSDAcoursepresentstoolsandconceptsforcomplex,unstructureddatawithastrongfocusonapplicationsandimplementations.Itpresentsthedecisionanalyticsinawaythatisunderstandablefornon-mathematiciansandpractitionerswhoareconfrontedwithdaytodaynumbercrunchingstatisticaldataanalysis.Allpracticalexamplesmayberecalculatedandmodified:Quantletsarein.Quantinarisin.TheSDAcourseendowsthepractitionerwithreadytousepracticaltoolsforsmartdataanalytics.3CourseContent&Schedule課次教學(xué)教學(xué)內(nèi)容及預(yù)期效作業(yè)1Whatdowesee?·Basicconcepts,DataManagement·DataScience&DigitalSociety·“FittinganElephantwith4params“2DataAnalysis·Scrapingwebinformation·LDALatentDirichletAnalysis·DTMDynamicTopicModeling3ModernDataAnalysis·Scagnostics·SpectralClustering·HierarchicalClustering4ModernDataAnalytics·MSTMinimumSpanningTree·t-SNEandUMAPVizTech·LLELocalLinearEmbedding5SmartDataAnalytics·NetworkCentrality·KalmanFiltering·SmoothingTechniques6SmartDataAnalytics·FRMFinancialRiskMeter·HiddenMarkovModels·SVMSupportVectorMachines4CourseAssessment&Grading考核形AssessmentCriteria權(quán)重Percentage評定標(biāo)AssessmentStandard出勤/Attendance10課堂表現(xiàn)/Participation30Goodclassperformanceisappreciated.作業(yè)/實(shí)驗(yàn)/實(shí)踐/Assignment(s)60Thereareassignmentsafterclass.Ifstudentsdoitwell,thehomeworkcanbepublishedon.E.g./coursecontent/189/press-release-and-market-performance-case-of-pfizer課程論文/CoursePaper0開卷考試/Open-bookexam0閉卷考試/Close-bookexam0其他/Other(s)5Textbooks)序號No.名稱Title編著者Authors)標(biāo)準(zhǔn)書號ISBN出版機(jī)構(gòu)Publisher出版年月PublicationDate無6ReadingMaterialsandReferencesLecturesonQuantinarareavailable,andcanbeaccessed.CodesforreferencearereservedonQuantlet.FrankeJ,H?rdleWK,HafnerC(2019)StatisticsofFinancialMarkets:AnIntroduction.5thEd.SpringerVerlag,Heidelberg.eBookISBN978-3-030-13751-9(print),ISBN978-3-030-13750-2(softcover)ChenCYH,H?rdleWK,OverbeckL(2017)AppliedQuantitativeFinance.3rdextendeded.,SpringerVerlag,Heidelberg.H?rdleWK,SimarL(2019)AppliedMultivariateStatisticalAnalysis.5thed.,SpringerVerlag,Heidelberg.ISBN978-3-030-26006-4H?rdleWK,OkhrinO,OkhrinY(2017)BasicsofComputationalStatistics,SpringerVerlag,Heidelberg.ISBN978-3-319-55336-87ProfileofInstructors)WolfgangH?rdle教授1982年獲得德國海德堡大學(xué)數(shù)學(xué)博士學(xué)位，現(xiàn)任德國柏林洪堡大學(xué)統(tǒng)計學(xué)教授及應(yīng)用統(tǒng)計和經(jīng)濟(jì)學(xué)中心（CASE）主任。H?rdle教授已出版、編輯或翻譯專著四十余部，并在包括JournalofRoyalStatisticalSociety、JournalofEconometrics等頂級的統(tǒng)計學(xué)和經(jīng)濟(jì)學(xué)期刊上發(fā)表過近百篇論文。H?rdle教授的主要研究方向?yàn)橛嬎憬y(tǒng)計學(xué)、非參和半?yún)⒎椒?、部分線性模型，同時他還在保險、風(fēng)險衡量等應(yīng)用領(lǐng)域有諸多貢獻(xiàn)。Google學(xué)術(shù)引用量超過43000。辦公地址OfficeAddLadislausvonBortkiewiczChairofStatisticsC.A.S.E.–C