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KTU Big Data School 2019 is both theoretical and practical scientific event aiming at updating participants about the most recent advances in the critical and fast developing area of big data, which covers topics such as big data and financial analytics, machine learning, big data processing, etc. The event is concentrated towards deep theoretical background and improving skills during practical workshops. The event will take place at Kaunas University of technology and is organized by the Faculty of Mathematics and Natural Sciences. The sessions will be held at KTU Technology and Business Centre Santaka Valley. There will be three sessions given by different experienced speakers involving lectures and practical tasks. The event is addressed to Industry practitioners, Scientists, PhD students, postdocs and Master students.