Mining of Financial Databases

Lecture support for students of Master Studies in Finance, II year.

    The first assignment is detailed in the file: Assignment1.pdf. Tutorial about Passport database: Passport_instrukcja.pdf.
    Example to access Passport database is shown in the file Passport-Database.ppt.
    The second Assignement is described in the file Assignment2.pdf. The data are given in two sets: Proj2-DebtCollection.csv and DebtCollection-Excel.xlsx. To do this assignment you may use Orange or VSoft Platform (see attached file Vsoft-Prezentacja.pdf). To use Vsoft some background in design of neural networks (notably MLP) is requiered.

  • Introduction to knowledge discovery and data mining
  • Data mining processes and tools
  • Clustering
  • Classification, rule discovery
  • Bioinspiration in financial data mining
  • Evaluation methods
  • ZałącznikWielkość
    MFD-Prologue.pdf2.45 MB
    MFD-1-IntroDataMining.pdf1.6 MB
    MFD-2-DataMiningProcessesAndTools.pdf1.1 MB
    MFD-3-Clustering.pdf2.29 MB
    MFD-4-Classification-RuleDiscovery.pdf1.51 MB
    MFD-5-NeuralNets.pdf1.01 MB
    Orange1-Intro.pdf1.19 MB
    Orange2-Attributes.pdf2.32 MB
    Orange3-Rules.pdf3.47 MB
    Assignment1.pdf113.1 KB
    Passport instrukcja.pdf1.11 MB
    Passport-Database.pptx1.6 MB
    Assignment2.pdf116.09 KB
    Proj2-DebtCollection.csv178.8 KB
    Vsoft-Prezentacja.pdf800.1 KB
    Assignment3.pdf157.53 KB