Objectives of Programme's Learning Outcomes

• Mobilise expertise in at least one area of management.
• Contribute to the development of innovative tools and solutions.
• Professionally communicate and present original work both orally and in writing.
• Conduct scientific reasoning on complex or innovative management issues.
• Present and structure data in a clear, precise, neutral, and non-oriented way.
• Act in an international and multicultural context.
• Communicate and interact in a clear and structured manner, orally and in writing in at least one other language other than French, on issues, analyses and projects.
• Prioritise responsible management practices.
• Innovate in the development of methodologies and tools for analysis and decision-making in management.
• In an active and integrated manner, master knowledge in the various fields of management and use them effectively in a professional context.
• Integrate highly specialised knowledge in different fields of management.
• Understand interactions between companies and their socio-economic environments.
• Mobilise the methods and management support tools in changing contexts.

Learning Outcomes of UE

The purpose of this course is to present advanced tools for data analysis and econometrics, with a strong focus on time series econometrics. An introduction to Machine Learning is also provided.

The various concepts and methods are illustrated by applications using Stata or Python.

Students are required to conduct an econometric analysis of high frequency financial data using Stata.
 

UE Content: description and pedagogical relevance

The purpose of this course is to present advanced tools for data analysis and econometrics, with a strong focus on time series econometrics. An introduction to Machine Learning is also provided.

The various concepts and methods are illustrated by applications using Stata or Python.

Students are required to conduct an econometric analysis of high frequency financial data using Stata.
 

Prior Experience

Econometrics (OLS)
 

Type(s) and mode(s) of Q2 UE assessment

• Written examination - Face-to-face
• Production (written work, report, essay, collection, product, etc.) - To be submitted in class

Q2 UE Assessment Comments

2/3 - exam
1/3 - personal work (by groups of 2 students)

Type(s) and mode(s) of Q3 UE assessment

• Written examination - Face-to-face
• Production (written work, report, essay, collection, product, etc.) - To be submitted in class
• Oral presentation - Remote

Q3 UE Assessment Comments

2/3 - exam
Based on the number of students, the Q3 evaluation will be made with a written or oral exam.
1/3 - personal work (by groups of 2 students)