Consumption-Theory
Material at your disposal
Welcome Video
()
What is consumption data?
()
Geolocation and foot-traffic
()
Consumption-Lab sessions
Lab session: Introduction to the Uber Dataset
()
Lab session: Points of Interest
()
Note about HeatMapWithTime
Lab session: Mapping Data with Folium
()
Lab session: Testing Seasonality
()
Extra materials on consumption
Consumption-Research/Application
Application: Consumption data and earning surprises
()
Application:Consumption-based proxies for private information and managers behavior
()
Additional resources on the interest of real-time corporate sales'measures
Application: Additional applications of consumption data
()
Additional resources on Predicting Performance using Consumer Big Data
Textual Analysis for Financial Applications-Theory
Introduction to the open web
()
Introduction to textual analysis
()
Processing text into vectors
()
Normalizing textual data
()
Textual Analysis for Financial Applications-Lab sessions
Lab session: Introduction to Webscraping
()
Lab session: Applied Text Data Processing
()
Lab session: Company Distances and Industry Distances
()
Extra materials on Textual Analysis for Financial Applications
Textual Analysis for Financial Applications-Research/Application
Application: applying similarity analysis on corporate filings to predict returns
()
Additional resources on textual analysis for financial applications
Processing Corporate Filings-Theory
Introduction to Corporate Filings
()
Processing Corporate Filings-Lab sessions
Instructor's announcement
Important note about 10-K lab
Lab session: Working with 10-K Data
()
Lab session: Applications of TF-IDF
()
Lab session: Risk Analysis
()
Important message regarding 13F data
Lab session: Working with 13-F Data
()
Lab session: Comparing Holding Similarities
()
Extra materials on Processing Corporate Filings
Processing Corporate Filings-Research/Application
Application: network centrality, competition links and stock returns
()
Additional resources
Application: Using location data to measure home bias to predict returns
()
Additional resources on processing corporate fillings
Using Media-Derived Data-Theory
Introduction to Media Information
()
Additional resources
Sentiment Analysis
()
Additional resources
Using Media-Derived Data-Lab sessions
Lab session: Twitter Dataset Introduction
()
Lab session: Network Visualization
()
Lab session: Replicating PageRank
()
Lab session: Applied Sentiment Analysis
()
Extra materials on Using Media-Derived Data
Using Media-Derived Data-Research/Application
Application: Using media to predict financial market variables
()
Additional resources on using media derived-data
Data recap