Academic Year |
2024Year |
School/Graduate School |
Graduate School of Humanities and Social Sciences (Master's Course) Division of Humanities and Social Sciences Economics Program |
Lecture Code |
WMEC1400 |
Subject Classification |
Specialized Education |
Subject Name |
応用国際公共政策 |
Subject Name (Katakana) |
オウヨウコクサイコウキョウセイサク |
Subject Name in English |
Applied International Public Policy |
Instructor |
YASUTAKE KOUICHI |
Instructor (Katakana) |
ヤスタケ コウイチ |
Campus |
Higashi-Hiroshima |
Semester/Term |
1st-Year, First Semester, 1Term |
Days, Periods, and Classrooms |
(1T) Weds5-8:ECON B254 |
Lesson Style |
Lecture |
Lesson Style (More Details) |
|
The class will be a mix of lectures, discussions and student presentations. |
Credits |
2.0 |
Class Hours/Week |
|
Language of Instruction |
B
:
Japanese/English |
Course Level |
5
:
Graduate Basic
|
Course Area(Area) |
24
:
Social Sciences |
Course Area(Discipline) |
03
:
Economics |
Eligible Students |
|
Keywords |
Data Science, Data Analysis, Point Processes, Machine Learning, Time Series Analysis, Foreign Exchange Rates, Financial Data |
Special Subject for Teacher Education |
|
Special Subject |
|
Class Status within Educational Program (Applicable only to targeted subjects for undergraduate students) | |
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Criterion referenced Evaluation (Applicable only to targeted subjects for undergraduate students) | |
Class Objectives /Class Outline |
Students will learn data science-oriented time series analysis using time series data analysis such as foreign exchange rates. Specifically, we will challenge the analysis of large-scale data and predictive analysis using deep learning. No basic knowledge of programming languages is required. You can become a data scientist if you do a good job of reviewing and preparing for each class. We will guide you responsibly. |
Class Schedule |
lesson1 Guidance (e.g., confirmation of each participant's computer environment) and preparation of data analysis environment (Anaconda or Google Colab will be used) lesson2 What is time series analysis? lesson3 Basic knowledge and basic practice on deep learning for time series forecasting lesson4 Baseline and hands-on training for deep learning lesson5 Implementation and practice of linear models and DNN (Deep Neural Networks) lesson6 Implementation and hands-on practice of RNN and LSTM architectures lesson7 CNN (Convolutional Neural Network) implementation and hands-on practice lesson8 ARLSTM Architecture Implementation and Hands-on Practice lesson9 Exercise (Forecasting Electricity Consumption in Different Countries) lesson10 Implementation and exercise of time series forecasting using Prophet lesson11 Exercises lesson12 Time series data analysis and forecasting of foreign exchange rates lesson13 Let's try to test the efficient market hypothesis (EMH)! Part 1 lesson14 Let's try to test the efficient market hypothesis (EMH)! Part 2 lesson15 Closing Session of this Course |
Text/Reference Books,etc. |
Marco Peixeiro, Time-Series Data Forecasting by Python, 2023 (in Japanese) |
PC or AV used in Class,etc. |
|
(More Details) |
Google Colab and/or Anaconda |
Learning techniques to be incorporated |
|
Suggestions on Preparation and Review |
No prior knowledge of programming languages is required, although Python will be used. Even if you are a genuine beginner, if you are motivated and have a dream (such as a dream to become a data scientist), we will guide you responsibly! Please give it your best shot. |
Requirements |
No prior knowledge of programming languages is required, but basic knowledge of computer file management is recommended. If you do not have such knowledge, please prepare and review the material thoroughly. |
Grading Method |
Practical exercises and a final report will be used for grading. |
Practical Experience |
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Summary of Practical Experience and Class Contents based on it |
|
Message |
Again, beginners in programming are welcome. We will take care of you to the end as long as you do your preparation and review, actively ask questions if you don't understand something, and value your own motivation and dreams. We are looking forward to your challenge! |
Other |
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Please fill in the class improvement questionnaire which is carried out on all classes. Instructors will reflect on your feedback and utilize the information for improving their teaching. |