Dr. Feng Li

Python程序设计与财经数据挖掘

课程简介

Python程序设计是面向财经和统计专业学生开设的一门以应用为主的编程课程，该课程最早由李丰老师在中央财经大学以公开讲座的形式开设，后成为中央财经大学金融、会计和MBA项目的核心课程。 本课程分为三部分，第一部分为Python程序设计，第二部分为Python财经应用，第三部分为基于Python的财经数据挖掘。

授课教师

李丰博士任职于中央财经大学 统计与数学学院，副教授、硕士生导师。博士毕业于瑞典斯德哥尔摩大学，研究领域包括贝叶斯统计学，预测方法，大数据分布式学习等。曾获瑞典皇家统计学会 Cramér 奖，国际贝叶斯学会青年奖励基金， 第二届全国高校经管类实验教学案例大赛二等奖。主持和参与多项国家自然科学基金项目。

李丰博士最新研究成果发表在统计期刊 Journal of Computational and Graphical Statistics, Journal of Business and Economic Statistics, Statistical Analysis and Data Mining，经济与管理学期刊 International Journal of Forecasting, Journal of Business Research, 运筹学期刊European Journal of Operational Research, Journal of the Operational Research Society, 人工智能期刊 Expert Systems with Applications, 医学期刊 BMJ Open, Journal of Surgical Research, Journal of Affective Disorders等。同时著有 Bayesian Modeling of Conditional Densities，《大数据分布式计算与案例》和《统计计算》。

参考书

Python可以被广泛地使用在财经领域，以下列出一些零基础书目。

类别书名中译本
数据分析Python for Data Analysis
(by Wes McKinney)		利用Python进行数据分析（原书第2版）
数据抓取Web Scraping with Python: Collecting More Data from the Modern Web
(by Ryan Mitchell)		Python网络爬虫权威指南 第二2版
金融分析Python for Finance: Mastering Data-Driven Finance
(by Yves Hilpisch)		Python金融大数据分析 第2版
会计分析Python for Accounting: A Modern Guide to Using Python Programming in Accounting
(by Horatio Bota)		暂无

讲课视频

第一部分：Python程序设计

Jupyter Notebook (鼠标右键点击另存为下载)Slides and
Teaching videos (CN)		MBA
program		Statistics, Finance
and accounting programs
L01.1: Introduction to Python for Economists and StatisticiansSlides✓✓
L01.2: Python from ScratchSlides✓✓
L01.3: Python Functions and ModulesSlides✓✓
L02.1: Python Builtin Data StructuresSlides✓✓
L02.2: Data Wrangling with PandasSlides Video1 Video2 Video3✓✓
L02.3: Manipulating DataFrames with PandasSlides Video✓✓
L03.1: Pandas Data VisualizationSlides Video1 Video2✓✓
L03.2: Statistical Data VisualizationSlides Video1 Video2✓✓
L03.3: Interactive Data VisualizationSlides Video✓✓
L04.1: Reading and Cleaning Excel FilesSlides✓
L04.2: Groups and pivot tables with PandasSlides✓
L04.3: Strings and Custom Functions in PandasSlides✓
L05.1: Fundamental Modules for Statistical ModellingSlides Video1 Video2✓
L05.2: Python for Statistical ModellingSlides Video1 Video2 Video3 Video4✓

第二部分：Python财经应用

Jupyter Notebook (鼠标右键点击另存为下载)Slides and
Teaching videos (CN)		MBA
program		Statistics, Finance
and accounting
programs
L06.1: Python and TextsSlides Video✓
L06.2: Natural Language Processing with PythonSlides Video1 Video2✓
L06.3: Text Feature ExtractionSlides Video✓
L06.4: Chinese Text ProcessingSlides Video✓
L07.1: Web Scraping with PythonSlides Video✓✓
L07.2: Interactive Scraping with SeleniumSlides Video✓✓
L08.1: Probabilistic Topic ModellingSlides Video✓
L08.2: Automated ARIMA forecasting with PythonSlides Video✓✓

第三部分：财经数据挖掘

Jupyter Notebook (鼠标右键点击另存为下载)SlidesTeaching videos (CN)
L01: Time Series Data Mining IntroductionSlides1, 2, 3
L02: Time Series Decomposition MethodsSlides1, 2
L03.1: Time Series Forecasting with ARIMASlides1
L03.2: Model Selection and Seasonal ARIMASlides
L04: Forecasting Combinations and Forecasting UncertaintySlides
L05: Time Series Anomaly DetectionsSlides1
L06: Time Series forecasting at scaleSlides1