Data mining and big data analytics is a core subject in data science with the aim to develop methods to examine sizable and multivariate datasets. Their common purpose is to uncover hidden patterns, unknown correlations and other useful information useful to make better decisions. In this course we will introduce methods of data aqusition and concepts of data mining, machine learning and big data analytics. We will cover the key data mining methods of clustering, classification and pattern mining are illustrated, together with practical tools for their execution. We will also demonstrate the applications of these tools on real datasets, to show how they can help us to analyse the digital traces of human activities at societal scale, to understand and forecast many complex socio-economic phenomena. The course will have a hands-on approach, with homeworks, practical classes and with the development of a project. Students are free to work in any computer language/network software they feel most comfortable. However, during the class all examples and sample code will be provided in Python and Jupyter notebooks, thus the use of Python is strongly encouraged.