Factor Models: Latent Variables and Asset Pricing

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QR Factorization: Least Squares System Resolution

Covers the QR factorization method applied to solving a system of linear equations in the least squares sense.

Linear Regression Basics

Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.

Factor Models in Finance

Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.

Latent Factor Analysis: Movie Genre Classification

Explores latent factor analysis for movie genre classification based on male versus female leads.

Linear Regression: Basics and Estimation

Covers the basics of linear regression and how to solve estimation problems using least squares and matrix notation.

Least Squares Solutions

Explains the concept of least squares solutions and their application in finding the closest solution to a system of equations.

Linear Regression: Statistical Inference and Regularization

Covers the probabilistic model for linear regression and the importance of regularization techniques.

Regression: Simple and Multiple Linear

Covers simple and multiple linear regression, including least squares estimation and model diagnostics.

Basics of Linear Regression

Covers the basics of linear regression, including OLS estimators, hypothesis testing, and confidence intervals.

Singular Value Decomposition: Theory and Applications

Explores Singular Value Decomposition theory, linear system solutions, least squares, and data fitting concepts.