Page 109 - 2024.2025 - 澳門理工大學研究生課程手冊 (電子書) (PDF)

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Code Module Credits Duration Prerequisite(s)
Table I: Compulsory Modules (Cont.)

FIDA6125 Big Data in Finance 3 45 hrs ---
This module provides students with advanced knowledge in big data analytics in the

finance domain. It will highlight how big data analytics is shaping the way financial
practices are being done. The module starts with an introduction to advanced concepts
in data analytics such as data clustering, multi-factor models, neural networks, machine
learning, and deep learning. The second part of the module allows students to apply the
knowledge acquired to investigate in a few real-life financial problems.
FIDA6298 Project Report 6 --- ---

This module aims to develop candidates' ability to integrate what they have learned from
all the taught modules and related independent studies to further their capacities and
skills in finance and data analytics by completing an original academic or applied report
in the area of finance. The project report is a student-driven learning opportunity and
will be done under the guidance of one or more supervisors. The credits are gained after
passing the written report review and oral defense.

Table II: Electives

--- Complete 3 of the following 9 135 hrs ---
Modules

FIDA6101 Financial Markets and Institutions 3 45 hrs ---
This module studies the functions, pricing, and institutional structures of financial
markets. Topics include determinants of interest rates, interest rates and securities
valuation, securities markets such as money markets, bond markets, foreign exchange
markets, commercial banks, other financial institutions such as insurance companies,
securities firms, investment companies, and risk management in financial institutions.
FIDA6102 Derivative Securities 3 45 hrs ---
This module introduces (1) the structure and operation of derivative markets (options,
forward contracts, futures, swaps, and other derivatives) and the fundamental concepts
of these derivative securities, (2) the necessary skills used in valuing derivatives, (3) the
hedging of derivatives, and (4) applications of derivatives in the areas of risk
management, portfolio insurance, and financial engineering.

FIDA6103 Behavioral Finance 3 45 hrs ---
There is an abundance of evidence suggesting that the efficient market hypothesis does

not adequately describe behavior in financial markets. This module surveys the evidence
and uses psychology to guide alternative theories of financial markets. Other topics
covered include the standard argument that smart, profit-seeing agents can correct any
distortions caused by irrational investors, the preferences and trading decisions of
individual investors, and implications to corporate decision making.

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