Johnxinlei/2019.M2.BigData

Big Data Analysis 2019-20 Module 2

Announcements

• Professor Tianyu Zhang will give a guest lecture on 12/5/2019.
• Homework 1 posted and will be due at 11:59pm 12/1/2019.

Lectures:

• 01 (2019/11/14): Course Overview

  • lecture_1_notes

• 02 (2019/11/18): Data Visualization

  • Reading Materials: harvard notes, useful suggestions

• 03 (2019/11/21): Quantitative Trading as a Big Data Application

  • lecture_3_notes

• 04 (2019/11/25): NoSQL Databases

  • lecture_4_notes

• 05 (2019/11/28): Hadoop

  • lecture_5_notes

Homework:

• hw #0 Create your github repository (public) as www.github.com/YOUR_ID/PHBS_BigData_2019.

• hw #1 homework_1

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Syllabus

Classes:

• Lectures: Monday & Thursday 1:30 – 3:20 PM
• Location: PHBS Building, Room 335 (changed from 323)
• Office Hour: Room 649, Tuesday 9-11 AM

Teaching Assistance: Ming Shao

• Email: sm17@mails.tsinghua.edu.cn
• Location: PHBS Building, Room 213
• Office Hour: Thursday 9 - 11 AM

Textbooks and Reading Materials

• No offcial textbook, use the following reference materils
• http://cs109.github.io/2015/index.html
• https://web.stanford.edu/class/cs102/index.htm
• Your Complete Guide to Factor-Based Investing: The Way Smart Money Invests Today, 2016, by Berklin and Swedroe
• Pattern Recognition and Machine Learning, by Bishop (free download)

Assessment / Grading Details

• Attendance 5%, Assignments 20%, Midterm 35%, Final Project 40%