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Mining hidden valuable knowledge from financial data is more and more important to students in universities of finance and economics. However, data mining curriculum learning is difficult for them because of the lack of computer special skills. This paper proposes a teaching model based on schema theory to teach data mining curriculum. It introduces characteristics of data mining curriculum, and then it depicts data mining teaching model from teaching and practice perspectives based on schema theory. Teaching experiment shows that there is a significant difference in final exam and practice exam between the proposed model and a regular teaching model.