Forecasting and Forensic Analytics, FallĀ 2018

Forecasting and Forensic Analytics, Fall 2018

This course explores how data can be used to solve accounting problems across financial accounting, managerial accounting, and audit contexts. Students will gain exposure to techniques to explore how financial and non-financial data is used to forecast events, detect financial discrepancies and frauds, predict corporate default, optimize operations, and determine business strategy. The emphasis of this class will be on problem solving, theory, and application, with additional emphasis on interpretation and communication. Some programming will be required, but programming help will be provided at the start of the semester via online tutorial and through instructor-provided code. Some advanced analytics methods such as text analytics, neural networks and deep learning will also be introduced. This course has been designed to equip students with an analytics mind-set to develop analytics strategies and make better business decisions.

This class is partnered with Datacamp. For a list of required and recommended Datacamp classes, see this link.

Class files
i1 Session 1: Introduction to R Interactive slides Print & mobile slides (pdf) R Practice
    In class: AI will Enhance us[…]    
i2 Session 2: Data in R Interactive slides Print & mobile slides (pdf) R Practice
i3 Session 3: Linear regression Interactive slides Print & mobile slides (pdf) R Practice
    Interactive slides w/ Solutions Print & mobile slides (pdf) w/ Solutions  
i4 Session 4: Advanced linear regression Interactive slides Print & mobile slides (pdf) R Practice
    In class: RS Metrics Uses Satellite Imagery[…] Interactive slides w/ Solutions Print & mobile slides (pdf) w/ Solutions
i5 Session 5: Logistic regression Interactive slides Print & mobile slides (pdf) R Practice
i6 Session 6: Logistic regression for bankruptcy Interactive slides Print & mobile slides (pdf) R Practice
    In class: Altman 2000 Interactive slides w/ Solutions Print & mobile slides (pdf) w/ Solutions
i7 Session 7: Logistic regression for fraud detection Interactive slides Print & mobile slides (pdf) In class: Sanofi’s 2018 AAER
i8 Session 8: Textual analysis Interactive slides Print & mobile slides (pdf) R Practice
    In class: Analytics in Call Centers    
i9 Session 9: Topic modeling and anomaly detection Interactive slides Print & mobile slides (pdf) LDAvis visualization for STM
    STM Browser visualization with SIC codes    
i10 Session 10: Machine Learning and AI (Ensembles and Ethics) Interactive slides Print & mobile slides (pdf) In class: Four keys to avoiding bias in AI
    In class: Proactive policing    
i10 Session 11: Machine Learning and AI (Neural Networks) Interactive slides Print & mobile slides (pdf) Shakespeare with TPU and Keras
    Semantic Similarity with USE Fashion MNIST Style transfer with your own images
    Music VAE