Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Explores logistic regression fundamentals, including cost functions, regularization, and classification boundaries, with practical examples using scikit-learn.
Covers optimization in machine learning, focusing on gradient descent for linear and logistic regression, stochastic gradient descent, and practical considerations.
Explores overfitting, regularization, and cross-validation in machine learning, emphasizing the importance of model complexity and different cross-validation methods.