Covers the basics of machine learning, supervised and unsupervised learning, various techniques like k-nearest neighbors and decision trees, and the challenges of overfitting.
Delves into the trade-off between model flexibility and bias-variance in error decomposition, polynomial regression, KNN, and the curse of dimensionality.
Covers linear models, including regression, derivatives, gradients, hyperplanes, and classification transition, with a focus on minimizing risk and evaluation metrics.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.