||This course teaches students to use various techniques of big data mining and analysis algorithms, text mining of social media, and machine learning algorithms to analyze financial data. In this course, by case study and open software operation (such as R ), we will strengthen the financial knowledge of information background students. Also, the students can understand how to select and well organize various information technologies (particular the data analysis technique) to analyze financial data. The course is organized in modules, including "Data Analysis", "Machine Learning" and "Big Data Practice for Financial Data analysis." The course will also teach students to collect open financial data from the Internet, and experience the KDD process, including: data pre-processing and data analysis, to establish a prediction model with high forecasting ability and stability.