Introduces kernel methods like SVM and regression, covering concepts such as margin, support vector machine, curse of dimensionality, and Gaussian process regression.
Explores Ridge and Lasso Regression for regularization in machine learning models, emphasizing hyperparameter tuning and visualization of parameter coefficients.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.